BNP Paribas Call 60 WDC 19.09.202.../  DE000PL0U437  /

Frankfurt Zert./BNP
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:   -