BNP Paribas Call 65 WDC 17.01.2025
/ DE000PC4Y655
BNP Paribas Call 65 WDC 17.01.202.../ DE000PC4Y655 /
11/09/2024 09:15:21 |
Chg.0.000 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Western Digital Corp... |
65.00 USD |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
09/02/2024 |
Last trading day: |
16/01/2025 |
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: |
|
- |