BNP Paribas Call 55 WDC 20.12.2024
/ DE000PC4Y6Y3
BNP Paribas Call 55 WDC 20.12.202.../ DE000PC4Y6Y3 /
| 18/11/2024 09:13:53 |
Chg.+0.040 |
Bid09:59:01 |
Ask09:59:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+5.00% |
0.850
Bid Size: 5,475 |
-
Ask Size: - |
Western Digital Corp... |
55.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
09/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.35 |
| Parity: |
0.74 |
| Time value: |
0.10 |
| Break-even: |
60.60 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
3.70% |
| Delta: |
0.83 |
| Theta: |
-0.04 |
| Omega: |
5.92 |
| Rho: |
0.04 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.26% |
| 1 Month |
|
|
-35.88% |
| 3 Months |
|
|
-26.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.430 |
0.800 |
| 1M High / 1M Low: |
1.690 |
0.800 |
| 6M High / 6M Low: |
2.640 |
0.560 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.034 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.240 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.564 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.47% |
| Volatility 6M: |
|
171.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
