BNP Paribas Call 55 WDC 20.12.2024
/ DE000PC4Y6Y3
BNP Paribas Call 55 WDC 20.12.202.../ DE000PC4Y6Y3 /
9/11/2024 9:50:28 PM |
Chg.0.000 |
Bid9:58:36 PM |
Ask9:58:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.010EUR |
0.00% |
1.040 Bid Size: 26,300 |
1.050 Ask Size: 26,300 |
Western Digital Corp... |
55.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
PC4Y6Y |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Western Digital Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
2/9/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.87 |
Intrinsic value: |
0.71 |
Implied volatility: |
0.52 |
Historic volatility: |
0.34 |
Parity: |
0.71 |
Time value: |
0.32 |
Break-even: |
60.21 |
Moneyness: |
1.14 |
Premium: |
0.06 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.03 |
Spread %: |
3.00% |
Delta: |
0.74 |
Theta: |
-0.03 |
Omega: |
4.12 |
Rho: |
0.09 |
Quote data
Open: |
0.980 |
High: |
1.020 |
Low: |
0.880 |
Previous Close: |
1.010 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.88% |
1 Month |
|
|
+8.60% |
3 Months |
|
|
-55.90% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.040 |
0.880 |
1M High / 1M Low: |
1.250 |
0.880 |
6M High / 6M Low: |
2.640 |
0.760 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.986 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.065 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.761 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
129.52% |
Volatility 6M: |
|
132.15% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |