BNP Paribas Call 60 WDC 16.01.202.../  DE000PC4Y7T1  /

Frankfurt Zert./BNP
02/08/2024  21:50:29 Chg.-0.130 Bid21:58:46 Ask21:58:46 Underlying Strike price Expiration date Option type
1.160EUR -10.08% 1.180
Bid Size: 12,600
1.190
Ask Size: 12,600
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: 4.41
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.35
Parity: -0.25
Time value: 1.19
Break-even: 66.89
Moneyness: 0.95
Premium: 0.28
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 0.85%
Delta: 0.62
Theta: -0.01
Omega: 2.71
Rho: 0.30
 

Quote data

Open: 1.300
High: 1.300
Low: 1.110
Previous Close: 1.290
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -37.63%
1 Month
  -55.21%
3 Months
  -45.79%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.800 1.160
1M High / 1M Low: 2.760 1.160
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.508
Avg. volume 1W:   0.000
Avg. price 1M:   2.141
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   157.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -