BNP Paribas Call 65 WDC 19.12.202.../  DE000PC4Y7N4  /

EUWAX
7/9/2024  9:16:29 AM Chg.+0.10 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
2.33EUR +4.48% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 65.00 USD 12/19/2025 Call
 

Master data

WKN: PC4Y7N
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 12/19/2025
Issue date: 2/9/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.11
Leverage: Yes

Calculated values

Fair value: 1.93
Intrinsic value: 1.25
Implied volatility: 0.47
Historic volatility: 0.31
Parity: 1.25
Time value: 1.08
Break-even: 83.31
Moneyness: 1.21
Premium: 0.15
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.43%
Delta: 0.76
Theta: -0.02
Omega: 2.37
Rho: 0.46
 

Quote data

Open: 2.33
High: 2.33
Low: 2.33
Previous Close: 2.23
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.88%
1 Month  
+10.95%
3 Months  
+9.39%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.30 2.18
1M High / 1M Low: 2.53 2.06
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.25
Avg. volume 1W:   0.00
Avg. price 1M:   2.28
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   86.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -