BNP Paribas Call 60 WDC 16.01.2026
/ DE000PC4Y7T1
BNP Paribas Call 60 WDC 16.01.202.../ DE000PC4Y7T1 /
| 11/10/2024 21:50:33 |
Chg.+0.030 |
Bid21:55:55 |
Ask21:55:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.490EUR |
+2.05% |
1.500
Bid Size: 12,900 |
1.510
Ask Size: 12,900 |
Western Digital Corp... |
60.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC4Y7T |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
09/02/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.35 |
| Parity: |
0.45 |
| Time value: |
1.06 |
| Break-even: |
69.97 |
| Moneyness: |
1.08 |
| Premium: |
0.18 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.67% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
2.70 |
| Rho: |
0.32 |
Quote data
| Open: |
1.450 |
| High: |
1.530 |
| Low: |
1.430 |
| Previous Close: |
1.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.88% |
| 1 Month |
|
|
+5.67% |
| 3 Months |
|
|
-43.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.610 |
1.460 |
| 1M High / 1M Low: |
1.850 |
1.410 |
| 6M High / 6M Low: |
2.830 |
1.120 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.528 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.572 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.980 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.26% |
| Volatility 6M: |
|
97.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
