BNP Paribas Call 65 WDC 20.06.202.../  DE000PC4Y7G8  /

EUWAX
05/08/2024  10:06:26 Chg.-0.300 Bid22:00:42 Ask22:00:42 Underlying Strike price Expiration date Option type
0.480EUR -38.46% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 65.00 USD 20/06/2025 Call
 

Master data

WKN: PC4Y7G
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 20/06/2025
Issue date: 09/02/2024
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.90
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.35
Parity: -0.71
Time value: 0.76
Break-even: 67.17
Moneyness: 0.88
Premium: 0.28
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 1.33%
Delta: 0.51
Theta: -0.02
Omega: 3.51
Rho: 0.17
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.780
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -64.44%
1 Month
  -76.35%
3 Months
  -69.62%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.350 0.780
1M High / 1M Low: 2.170 0.780
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.108
Avg. volume 1W:   0.000
Avg. price 1M:   1.638
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   155.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -