BNP Paribas Call 65 WDC 17.01.2025
/ DE000PC4Y655
BNP Paribas Call 65 WDC 17.01.202.../ DE000PC4Y655 /
| 9/11/2024 9:15:21 AM |
Chg.- |
Bid8:05:18 AM |
Ask8:05:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
- |
0.570
Bid Size: 5,425 |
0.600
Ask Size: 5,425 |
Western Digital Corp... |
65.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PC4Y65 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
2/9/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.34 |
| Parity: |
-0.20 |
| Time value: |
0.57 |
| Break-even: |
64.68 |
| Moneyness: |
0.97 |
| Premium: |
0.14 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.03 |
| Spread %: |
5.56% |
| Delta: |
0.52 |
| Theta: |
-0.03 |
| Omega: |
5.23 |
| Rho: |
0.08 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.36% |
| 1 Month |
|
|
+3.92% |
| 3 Months |
|
|
-67.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.460 |
| 1M High / 1M Low: |
0.720 |
0.460 |
| 6M High / 6M Low: |
1.950 |
0.250 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.516 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.588 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.214 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.01% |
| Volatility 6M: |
|
221.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
