BNP Paribas Call 60 WDC 20.06.2025
/ DE000PC4Y7F0
BNP Paribas Call 60 WDC 20.06.202.../ DE000PC4Y7F0 /
| 18/11/2024 09:13:55 |
Chg.+0.030 |
Bid09:59:01 |
Ask09:59:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
+3.03% |
1.030
Bid Size: 4,375 |
-
Ask Size: - |
Western Digital Corp... |
60.00 USD |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
09/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.35 |
| Parity: |
0.27 |
| Time value: |
0.76 |
| Break-even: |
67.25 |
| Moneyness: |
1.05 |
| Premium: |
0.13 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
3.00% |
| Delta: |
0.64 |
| Theta: |
-0.02 |
| Omega: |
3.70 |
| Rho: |
0.16 |
Quote data
| Open: |
1.020 |
| High: |
1.020 |
| Low: |
1.020 |
| Previous Close: |
0.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.14% |
| 1 Month |
|
|
-26.62% |
| 3 Months |
|
|
-15.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.460 |
0.990 |
| 1M High / 1M Low: |
1.670 |
0.990 |
| 6M High / 6M Low: |
2.590 |
0.700 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.160 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.317 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.601 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.87% |
| Volatility 6M: |
|
136.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
