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

EUWAX
11/15/2024  9:14:08 AM Chg.-0.01 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
1.11EUR -0.89% -
Bid Size: -
-
Ask Size: -
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: 5.23
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.35
Parity: -0.21
Time value: 1.14
Break-even: 73.14
Moneyness: 0.97
Premium: 0.23
Premium p.a.: 0.19
Spread abs.: 0.03
Spread %: 2.70%
Delta: 0.60
Theta: -0.02
Omega: 3.12
Rho: 0.28
 

Quote data

Open: 1.11
High: 1.11
Low: 1.11
Previous Close: 1.12
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.39%
1 Month
  -26.00%
3 Months
  -13.28%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.52 1.11
1M High / 1M Low: 1.72 1.11
6M High / 6M Low: 2.56 0.71
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.26
Avg. volume 1W:   0.00
Avg. price 1M:   1.40
Avg. volume 1M:   0.00
Avg. price 6M:   1.64
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.27%
Volatility 6M:   131.34%
Volatility 1Y:   -
Volatility 3Y:   -