BNP Paribas Call 60 WDC 19.09.2025
/ DE000PL0U437
BNP Paribas Call 60 WDC 19.09.202.../ DE000PL0U437 /
2024-11-18 9:50:31 AM |
Chg.+0.030 |
Bid10:05:31 AM |
Ask10:05:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.190EUR |
+2.59% |
1.190 Bid Size: 14,900 |
1.210 Ask Size: 14,900 |
Western Digital Corp... |
60.00 USD |
2025-09-19 |
Call |
Master data
WKN: |
PL0U43 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Western Digital Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 USD |
Maturity: |
2025-09-19 |
Issue date: |
2024-11-06 |
Last trading day: |
2025-09-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.95 |
Intrinsic value: |
0.27 |
Implied volatility: |
0.47 |
Historic volatility: |
0.35 |
Parity: |
0.27 |
Time value: |
0.92 |
Break-even: |
68.85 |
Moneyness: |
1.05 |
Premium: |
0.16 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.03 |
Spread %: |
2.59% |
Delta: |
0.65 |
Theta: |
-0.02 |
Omega: |
3.25 |
Rho: |
0.22 |
Quote data
Open: |
1.200 |
High: |
1.200 |
Low: |
1.190 |
Previous Close: |
1.160 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-17.93% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.450 |
1.150 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.240 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |