BNP Paribas Call 80 WDC 16.01.202.../  DE000PC4Y7W5  /

EUWAX
2024-11-15  9:30:32 PM Chg.-0.040 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.620EUR -6.06% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 80.00 USD 2026-01-16 Call
 

Master data

WKN: PC4Y7W
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2026-01-16
Issue date: 2024-02-09
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.04
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.35
Parity: -1.63
Time value: 0.66
Break-even: 82.59
Moneyness: 0.79
Premium: 0.38
Premium p.a.: 0.32
Spread abs.: 0.03
Spread %: 4.76%
Delta: 0.42
Theta: -0.01
Omega: 3.78
Rho: 0.21
 

Quote data

Open: 0.630
High: 0.640
Low: 0.610
Previous Close: 0.660
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -33.33%
3 Months
  -21.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.620
1M High / 1M Low: 1.070 0.620
6M High / 6M Low: 1.830 0.410
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.688
Avg. volume 1W:   39
Avg. price 1M:   0.829
Avg. volume 1M:   8.864
Avg. price 6M:   1.066
Avg. volume 6M:   4.169
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.95%
Volatility 6M:   157.69%
Volatility 1Y:   -
Volatility 3Y:   -