BNP Paribas Call 70 WDC 20.12.2024
/ DE000PC4Y614
BNP Paribas Call 70 WDC 20.12.202.../ DE000PC4Y614 /
| 11/18/2024 6:05:31 PM |
Chg.+0.020 |
Bid6:14:51 PM |
Ask6:14:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
+28.57% |
0.100
Bid Size: 41,800 |
0.110
Ask Size: 41,800 |
Western Digital Corp... |
70.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC4Y61 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
2/9/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
59.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.35 |
| Parity: |
-0.68 |
| Time value: |
0.10 |
| Break-even: |
67.44 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
3.09 |
| Spread abs.: |
0.03 |
| Spread %: |
36.99% |
| Delta: |
0.23 |
| Theta: |
-0.04 |
| Omega: |
13.81 |
| Rho: |
0.01 |
Quote data
| Open: |
0.085 |
| High: |
0.100 |
| Low: |
0.071 |
| Previous Close: |
0.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.14% |
| 1 Month |
|
|
-76.32% |
| 3 Months |
|
|
-77.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.070 |
| 1M High / 1M Low: |
0.420 |
0.070 |
| 6M High / 6M Low: |
1.580 |
0.070 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.117 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.275 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.680 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
353.68% |
| Volatility 6M: |
|
241.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
