BNP Paribas Call 55 WDC 21.03.202.../  DE000PC4Y689  /

Frankfurt Zert./BNP
8/5/2024  2:50:35 PM Chg.-0.220 Bid2:58:40 PM Ask- Underlying Strike price Expiration date Option type
0.740EUR -22.92% 0.730
Bid Size: 9,600
-
Ask Size: -
Western Digital Corp... 55.00 USD 3/21/2025 Call
 

Master data

WKN: PC4Y68
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 3/21/2025
Issue date: 2/9/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.19
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.20
Implied volatility: 0.53
Historic volatility: 0.35
Parity: 0.20
Time value: 0.81
Break-even: 60.51
Moneyness: 1.04
Premium: 0.15
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 1.00%
Delta: 0.64
Theta: -0.02
Omega: 3.32
Rho: 0.15
 

Quote data

Open: 0.730
High: 0.870
Low: 0.730
Previous Close: 0.960
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -53.75%
1 Month
  -69.80%
3 Months
  -63.55%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.650 0.960
1M High / 1M Low: 2.700 0.960
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.336
Avg. volume 1W:   0.000
Avg. price 1M:   2.006
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   190.72%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -