BNP Paribas Call 65 WDC 17.01.202.../  DE000PC4Y655  /

Frankfurt Zert./BNP
2024-10-11  9:50:32 PM Chg.+0.020 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
0.560EUR +3.70% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 65.00 USD 2025-01-17 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: 2025-01-17
Issue date: 2024-02-09
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.23
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.35
Parity: -0.01
Time value: 0.58
Break-even: 65.24
Moneyness: 1.00
Premium: 0.10
Premium p.a.: 0.43
Spread abs.: 0.01
Spread %: 1.75%
Delta: 0.56
Theta: -0.03
Omega: 5.71
Rho: 0.07
 

Quote data

Open: 0.530
High: 0.600
Low: 0.520
Previous Close: 0.540
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -17.65%
1 Month
  -11.11%
3 Months
  -67.82%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.540
1M High / 1M Low: 0.920 0.540
6M High / 6M Low: 1.940 0.420
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.600
Avg. volume 1W:   0.000
Avg. price 1M:   0.672
Avg. volume 1M:   0.000
Avg. price 6M:   1.125
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   198.59%
Volatility 6M:   162.99%
Volatility 1Y:   -
Volatility 3Y:   -