BNP Paribas Call 55 WDC 20.12.2024
/ DE000PC4Y6Y3
BNP Paribas Call 55 WDC 20.12.202.../ DE000PC4Y6Y3 /
| 10/11/2024 3:47:43 PM |
Chg.- |
Bid9:05:11 AM |
Ask9:05:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.07EUR |
- |
1.08
Bid Size: 5,975 |
1.10
Ask Size: 5,975 |
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: |
5.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.35 |
| Parity: |
0.90 |
| Time value: |
0.20 |
| Break-even: |
61.30 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
0.92% |
| Delta: |
0.80 |
| Theta: |
-0.03 |
| Omega: |
4.34 |
| Rho: |
0.07 |
Quote data
| Open: |
1.07 |
| High: |
1.07 |
| Low: |
1.07 |
| Previous Close: |
1.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.57% |
| 1 Month |
|
|
+4.90% |
| 3 Months |
|
|
-54.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.22 |
1.07 |
| 1M High / 1M Low: |
1.52 |
1.07 |
| 6M High / 6M Low: |
2.64 |
0.56 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.60% |
| Volatility 6M: |
|
158.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
