BNP Paribas Call 70 WDC 20.06.202.../  DE000PC4Y7H6  /

EUWAX
2024-11-15  9:14:06 AM Chg.0.000 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.580EUR 0.00% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 70.00 USD 2025-06-20 Call
 

Master data

WKN: PC4Y7H
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2025-06-20
Issue date: 2024-02-09
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.78
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.35
Parity: -0.68
Time value: 0.61
Break-even: 72.59
Moneyness: 0.90
Premium: 0.22
Premium p.a.: 0.39
Spread abs.: 0.03
Spread %: 5.17%
Delta: 0.47
Theta: -0.02
Omega: 4.56
Rho: 0.13
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.580
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.26%
1 Month
  -35.56%
3 Months
  -26.58%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.580
1M High / 1M Low: 1.120 0.580
6M High / 6M Low: 2.000 0.380
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.698
Avg. volume 1W:   0.000
Avg. price 1M:   0.828
Avg. volume 1M:   0.000
Avg. price 6M:   1.115
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   182.87%
Volatility 6M:   175.64%
Volatility 1Y:   -
Volatility 3Y:   -