BNP Paribas Call 60 WDC 19.12.2025
/ DE000PC4Y7M6
BNP Paribas Call 60 WDC 19.12.202.../ DE000PC4Y7M6 /
| 09/07/2024 21:50:29 |
Chg.-0.020 |
Bid21:57:05 |
Ask21:57:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.570EUR |
-0.77% |
2.590
Bid Size: 11,600 |
2.610
Ask Size: 11,600 |
Western Digital Corp... |
60.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PC4Y7M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
09/02/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.24 |
| Intrinsic value: |
1.71 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.31 |
| Parity: |
1.71 |
| Time value: |
0.91 |
| Break-even: |
81.60 |
| Moneyness: |
1.31 |
| Premium: |
0.13 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.77% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
2.22 |
| Rho: |
0.46 |
Quote data
| Open: |
2.610 |
| High: |
2.690 |
| Low: |
2.570 |
| Previous Close: |
2.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+8.44% |
| 3 Months |
|
|
+14.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.590 |
2.500 |
| 1M High / 1M Low: |
2.810 |
2.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.550 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.566 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
