BNP Paribas Call 70 WDC 16.01.2026
/ DE000PC4Y7V7
BNP Paribas Call 70 WDC 16.01.202.../ DE000PC4Y7V7 /
| 11/15/2024 9:50:45 PM |
Chg.-0.030 |
Bid9:59:20 PM |
Ask9:59:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
-3.16% |
0.920
Bid Size: 11,700 |
0.950
Ask Size: 11,700 |
Western Digital Corp... |
70.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC4Y7V |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
2/9/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.35 |
| Parity: |
-0.68 |
| Time value: |
0.95 |
| Break-even: |
75.99 |
| Moneyness: |
0.90 |
| Premium: |
0.27 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
3.26% |
| Delta: |
0.53 |
| Theta: |
-0.02 |
| Omega: |
3.35 |
| Rho: |
0.26 |
Quote data
| Open: |
0.920 |
| High: |
0.940 |
| Low: |
0.900 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.98% |
| 1 Month |
|
|
-25.20% |
| 3 Months |
|
|
-15.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
0.920 |
| 1M High / 1M Low: |
1.340 |
0.920 |
| 6M High / 6M Low: |
2.280 |
0.800 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.992 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.154 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.416 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.90% |
| Volatility 6M: |
|
113.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
