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

EUWAX
15/11/2024  09:14:06 Chg.- Bid08:05:05 Ask08:05:05 Underlying Strike price Expiration date Option type
0.540EUR - 0.570
Bid Size: 5,264
0.600
Ask Size: 5,225
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: 10.47
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.35
Parity: -0.21
Time value: 0.57
Break-even: 67.44
Moneyness: 0.97
Premium: 0.13
Premium p.a.: 0.43
Spread abs.: 0.03
Spread %: 5.56%
Delta: 0.52
Theta: -0.03
Omega: 5.41
Rho: 0.09
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.540
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.94%
1 Month
  -41.30%
3 Months
  -34.15%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.540
1M High / 1M Low: 1.160 0.540
6M High / 6M Low: 2.100 0.360
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.680
Avg. volume 1W:   0.000
Avg. price 1M:   0.833
Avg. volume 1M:   0.000
Avg. price 6M:   1.158
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   207.67%
Volatility 6M:   193.41%
Volatility 1Y:   -
Volatility 3Y:   -