BNP Paribas Call 70 WDC 21.03.2025
/ DE000PC4Y7B9
BNP Paribas Call 70 WDC 21.03.202.../ DE000PC4Y7B9 /
| 2024-11-18 8:21:02 AM |
Chg.+0.020 |
Bid8:25:07 AM |
Ask8:25:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+5.41% |
0.390
Bid Size: 10,650 |
0.410
Ask Size: 10,650 |
Western Digital Corp... |
70.00 USD |
2025-03-21 |
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: |
2025-03-21 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.35 |
| Parity: |
-0.68 |
| Time value: |
0.40 |
| Break-even: |
70.49 |
| Moneyness: |
0.90 |
| Premium: |
0.18 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.03 |
| Spread %: |
8.11% |
| Delta: |
0.41 |
| Theta: |
-0.03 |
| Omega: |
6.07 |
| Rho: |
0.07 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.36% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
-37.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.370 |
| 1M High / 1M Low: |
0.740 |
0.370 |
| 6M High / 6M Low: |
1.810 |
0.370 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.426 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.580 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.918 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.19% |
| Volatility 6M: |
|
166.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
