BNP Paribas Call 55 WDC 21.03.2025
/ DE000PC4Y689
BNP Paribas Call 55 WDC 21.03.202.../ DE000PC4Y689 /
| 8/5/2024 10:06:23 AM |
Chg.-0.400 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-38.46% |
-
Bid Size: - |
-
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: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
1.040 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-63.22% |
| 1 Month |
|
|
-74.70% |
| 3 Months |
|
|
-67.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.740 |
1.040 |
| 1M High / 1M Low: |
2.690 |
1.040 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.452 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.073 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
