BNP Paribas Call 70 WDC 19.12.202.../  DE000PC4Y7P9  /

Frankfurt Zert./BNP
8/2/2024  9:50:38 PM Chg.-0.100 Bid9:58:46 PM Ask9:58:46 PM Underlying Strike price Expiration date Option type
0.810EUR -10.99% 0.830
Bid Size: 12,500
0.840
Ask Size: 12,500
Western Digital Corp... 70.00 USD 12/19/2025 Call
 

Master data

WKN: PC4Y7P
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 12/19/2025
Issue date: 2/9/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.85
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.35
Parity: -0.88
Time value: 0.96
Break-even: 74.50
Moneyness: 0.86
Premium: 0.33
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 1.05%
Delta: 0.53
Theta: -0.01
Omega: 3.11
Rho: 0.28
 

Quote data

Open: 0.910
High: 0.910
Low: 0.770
Previous Close: 0.910
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -40.88%
1 Month
  -60.10%
3 Months
  -48.41%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.370 0.910
1M High / 1M Low: 2.170 0.910
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.198
Avg. volume 1W:   0.000
Avg. price 1M:   1.696
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   169.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -