BNP Paribas Call 70 WDC 21.03.2025
/ DE000PC4Y7B9
BNP Paribas Call 70 WDC 21.03.202.../ DE000PC4Y7B9 /
| 11/10/2024 21:50:43 |
Chg.+0.020 |
Bid21:54:12 |
Ask21:54:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+3.77% |
0.560
Bid Size: 18,800 |
0.570
Ask Size: 18,800 |
Western Digital Corp... |
70.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
PC4Y7B |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
09/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.35 |
| Parity: |
-0.47 |
| Time value: |
0.57 |
| Break-even: |
69.71 |
| Moneyness: |
0.93 |
| Premium: |
0.17 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.01 |
| Spread %: |
1.79% |
| Delta: |
0.48 |
| Theta: |
-0.02 |
| Omega: |
5.00 |
| Rho: |
0.10 |
Quote data
| Open: |
0.520 |
| High: |
0.580 |
| Low: |
0.510 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.70% |
| 1 Month |
|
|
-6.78% |
| 3 Months |
|
|
-65.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.530 |
| 1M High / 1M Low: |
0.840 |
0.530 |
| 6M High / 6M Low: |
1.810 |
0.420 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.578 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.629 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.044 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.13% |
| Volatility 6M: |
|
155.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
