BNP Paribas Call 60 WDC 20.06.2025
/ DE000PC4Y7F0
BNP Paribas Call 60 WDC 20.06.202.../ DE000PC4Y7F0 /
| 9/10/2024 9:50:27 PM |
Chg.+0.010 |
Bid9:59:28 PM |
Ask9:59:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
+0.92% |
-
Bid Size: - |
-
Ask Size: - |
Western Digital Corp... |
60.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
PC4Y7F |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
2/9/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.34 |
| Parity: |
0.24 |
| Time value: |
0.85 |
| Break-even: |
65.27 |
| Moneyness: |
1.04 |
| Premium: |
0.15 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
0.93% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
3.36 |
| Rho: |
0.20 |
Quote data
| Open: |
1.070 |
| High: |
1.120 |
| Low: |
1.060 |
| Previous Close: |
1.090 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.79% |
| 1 Month |
|
|
+6.80% |
| 3 Months |
|
|
-51.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.980 |
| 1M High / 1M Low: |
1.310 |
0.980 |
| 6M High / 6M Low: |
2.590 |
0.870 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.145 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.774 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.07% |
| Volatility 6M: |
|
114.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
