BNP Paribas Call 60 WDC 19.12.2025
/ DE000PC4Y7M6
BNP Paribas Call 60 WDC 19.12.202.../ DE000PC4Y7M6 /
9/9/2024 5:50:34 PM |
Chg.+0.070 |
Bid5:56:22 PM |
Ask5:56:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.300EUR |
+5.69% |
1.320 Bid Size: 25,800 |
1.330 Ask Size: 25,800 |
Western Digital Corp... |
60.00 USD |
12/19/2025 |
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: |
12/19/2025 |
Issue date: |
2/9/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.97 |
Intrinsic value: |
0.07 |
Implied volatility: |
0.45 |
Historic volatility: |
0.34 |
Parity: |
0.07 |
Time value: |
1.17 |
Break-even: |
66.52 |
Moneyness: |
1.01 |
Premium: |
0.21 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
0.81% |
Delta: |
0.64 |
Theta: |
-0.01 |
Omega: |
2.85 |
Rho: |
0.29 |
Quote data
Open: |
1.220 |
High: |
1.310 |
Low: |
1.220 |
Previous Close: |
1.230 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-17.20% |
1 Month |
|
|
+2.36% |
3 Months |
|
|
-45.15% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.570 |
1.230 |
1M High / 1M Low: |
1.570 |
1.230 |
6M High / 6M Low: |
2.810 |
1.090 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.378 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.396 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.011 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
87.22% |
Volatility 6M: |
|
100.87% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |