BNP Paribas Call 55 WDC 21.03.2025
/ DE000PC4Y689
BNP Paribas Call 55 WDC 21.03.202.../ DE000PC4Y689 /
| 7/10/2024 9:50:31 PM |
Chg.+0.160 |
Bid9:54:02 PM |
Ask9:54:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.700EUR |
+6.30% |
2.700
Bid Size: 11,100 |
2.720
Ask Size: 11,100 |
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: |
2.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.34 |
| Intrinsic value: |
2.17 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.31 |
| Parity: |
2.17 |
| Time value: |
0.40 |
| Break-even: |
76.56 |
| Moneyness: |
1.43 |
| Premium: |
0.06 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.78% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
2.43 |
| Rho: |
0.26 |
Quote data
| Open: |
2.550 |
| High: |
2.710 |
| Low: |
2.550 |
| Previous Close: |
2.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.87% |
| 1 Month |
|
|
+8.43% |
| 3 Months |
|
|
+21.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.540 |
2.450 |
| 1M High / 1M Low: |
2.780 |
2.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.504 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.522 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
