BNP Paribas Call 65 WDC 16.01.202.../  DE000PC4Y7U9  /

Frankfurt Zert./BNP
7/24/2024  9:50:40 PM Chg.-0.050 Bid9:55:48 PM Ask9:55:48 PM Underlying Strike price Expiration date Option type
1.870EUR -2.60% 1.860
Bid Size: 11,200
1.870
Ask Size: 11,200
Western Digital Corp... 65.00 USD 1/16/2026 Call
 

Master data

WKN: PC4Y7U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 1/16/2026
Issue date: 2/9/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.48
Leverage: Yes

Calculated values

Fair value: 1.57
Intrinsic value: 0.73
Implied volatility: 0.45
Historic volatility: 0.32
Parity: 0.73
Time value: 1.20
Break-even: 79.21
Moneyness: 1.12
Premium: 0.18
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 0.52%
Delta: 0.72
Theta: -0.01
Omega: 2.51
Rho: 0.43
 

Quote data

Open: 1.970
High: 2.040
Low: 1.860
Previous Close: 1.920
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.36%
1 Month
  -17.62%
3 Months
  -0.53%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.920 1.700
1M High / 1M Low: 2.470 1.700
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.822
Avg. volume 1W:   0.000
Avg. price 1M:   2.164
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -