BNP Paribas Call 65 WDC 21.03.202.../  DE000PC4Y7A1  /

EUWAX
9/11/2024  9:15:24 AM Chg.0.000 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.680EUR 0.00% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 65.00 USD 3/21/2025 Call
 

Master data

WKN: PC4Y7A
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 3/21/2025
Issue date: 2/9/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.81
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.34
Parity: -0.20
Time value: 0.73
Break-even: 66.28
Moneyness: 0.97
Premium: 0.16
Premium p.a.: 0.34
Spread abs.: 0.03
Spread %: 4.29%
Delta: 0.55
Theta: -0.02
Omega: 4.28
Rho: 0.13
 

Quote data

Open: 0.680
High: 0.680
Low: 0.680
Previous Close: 0.680
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.23%
1 Month  
+3.03%
3 Months
  -62.01%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.600
1M High / 1M Low: 0.880 0.600
6M High / 6M Low: 2.100 0.360
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.664
Avg. volume 1W:   0.000
Avg. price 1M:   0.743
Avg. volume 1M:   0.000
Avg. price 6M:   1.355
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.39%
Volatility 6M:   186.87%
Volatility 1Y:   -
Volatility 3Y:   -