BNP Paribas Call 65 WDC 21.03.2025
/ DE000PC4Y7A1
BNP Paribas Call 65 WDC 21.03.202.../ DE000PC4Y7A1 /
| 06/08/2024 09:20:51 |
Chg.+0.050 |
Bid09:39:27 |
Ask09:39:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+8.20% |
0.650
Bid Size: 8,900 |
0.680
Ask Size: 8,900 |
Western Digital Corp... |
65.00 USD |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
09/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.35 |
| Parity: |
-0.71 |
| Time value: |
0.62 |
| Break-even: |
65.77 |
| Moneyness: |
0.88 |
| Premium: |
0.25 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
0.48 |
| Theta: |
-0.02 |
| Omega: |
4.03 |
| Rho: |
0.12 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.14% |
| 1 Month |
|
|
-63.13% |
| 3 Months |
|
|
-57.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.580 |
| 1M High / 1M Low: |
2.000 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.764 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.352 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
