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

EUWAX
10/14/2024  9:19:16 AM Chg.+0.010 Bid11:35:51 AM Ask11:35:51 AM Underlying Strike price Expiration date Option type
0.570EUR +1.79% 0.570
Bid Size: 24,200
0.590
Ask Size: 24,200
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: 10.24
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.35
Parity: -0.01
Time value: 0.58
Break-even: 65.31
Moneyness: 1.00
Premium: 0.10
Premium p.a.: 0.44
Spread abs.: 0.01
Spread %: 1.75%
Delta: 0.56
Theta: -0.03
Omega: 5.72
Rho: 0.07
 

Quote data

Open: 0.570
High: 0.570
Low: 0.570
Previous Close: 0.560
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.64%
1 Month  
+5.56%
3 Months
  -65.45%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.560
1M High / 1M Low: 0.900 0.560
6M High / 6M Low: 1.950 0.250
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.633
Avg. volume 1W:   0.000
Avg. price 1M:   0.688
Avg. volume 1M:   0.000
Avg. price 6M:   1.135
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   182.13%
Volatility 6M:   220.65%
Volatility 1Y:   -
Volatility 3Y:   -