BNP Paribas Call 80 WDC 19.12.2025
/ DE000PC4Y7Q7
BNP Paribas Call 80 WDC 19.12.202.../ DE000PC4Y7Q7 /
| 11/18/2024 9:50:41 AM |
Chg.+0.020 |
Bid10:05:29 AM |
Ask10:05:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+3.39% |
0.610
Bid Size: 12,200 |
0.630
Ask Size: 12,200 |
Western Digital Corp... |
80.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
PC4Y7Q |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
2/9/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.35 |
| Parity: |
-1.63 |
| Time value: |
0.63 |
| Break-even: |
82.23 |
| Moneyness: |
0.79 |
| Premium: |
0.38 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.03 |
| Spread %: |
5.00% |
| Delta: |
0.41 |
| Theta: |
-0.01 |
| Omega: |
3.87 |
| Rho: |
0.20 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.610 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.78% |
| 1 Month |
|
|
-24.69% |
| 3 Months |
|
|
-18.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.590 |
| 1M High / 1M Low: |
0.930 |
0.590 |
| 6M High / 6M Low: |
1.780 |
0.540 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.646 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.772 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.022 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.67% |
| Volatility 6M: |
|
128.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
