BNP Paribas Call 65 WDC 20.09.202.../  DE000PC4Y6V9  /

Frankfurt Zert./BNP
8/5/2024  6:35:34 PM Chg.+0.010 Bid6:42:55 PM Ask- Underlying Strike price Expiration date Option type
0.140EUR +7.69% 0.140
Bid Size: 34,200
-
Ask Size: -
Western Digital Corp... 65.00 USD 9/20/2024 Call
 

Master data

WKN: PC4Y6V
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 9/20/2024
Issue date: 2/9/2024
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.78
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.35
Parity: -0.71
Time value: 0.16
Break-even: 61.17
Moneyness: 0.88
Premium: 0.17
Premium p.a.: 2.39
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.29
Theta: -0.04
Omega: 9.40
Rho: 0.02
 

Quote data

Open: 0.054
High: 0.140
Low: 0.054
Previous Close: 0.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -74.55%
1 Month
  -89.39%
3 Months
  -86.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.130
1M High / 1M Low: 1.550 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.368
Avg. volume 1W:   0.000
Avg. price 1M:   0.928
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   414.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -