BNP Paribas Call 70 WDC 19.12.2025
/ DE000PC4Y7P9
BNP Paribas Call 70 WDC 19.12.202.../ DE000PC4Y7P9 /
| 2024-11-18 9:13:55 AM |
Chg.+0.020 |
Bid9:55:18 AM |
Ask9:55:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+2.27% |
0.910
Bid Size: 3,297 |
0.930
Ask Size: 3,226 |
Western Digital Corp... |
70.00 USD |
2025-12-19 |
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: |
2025-12-19 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.35 |
| Parity: |
-0.68 |
| Time value: |
0.92 |
| Break-even: |
75.64 |
| Moneyness: |
0.90 |
| Premium: |
0.27 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.03 |
| Spread %: |
3.37% |
| Delta: |
0.53 |
| Theta: |
-0.02 |
| Omega: |
3.42 |
| Rho: |
0.24 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.42% |
| 1 Month |
|
|
-25.62% |
| 3 Months |
|
|
-15.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.240 |
0.880 |
| 1M High / 1M Low: |
1.440 |
0.880 |
| 6M High / 6M Low: |
2.260 |
0.570 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.012 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.139 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.389 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.38% |
| Volatility 6M: |
|
144.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
