BNP Paribas Call 80 WDC 19.12.202.../  DE000PC4Y7Q7  /

Frankfurt Zert./BNP
02/08/2024  21:50:39 Chg.-0.070 Bid21:59:03 Ask21:59:03 Underlying Strike price Expiration date Option type
0.580EUR -10.77% 0.600
Bid Size: 13,100
0.610
Ask Size: 13,100
Western Digital Corp... 80.00 USD 19/12/2025 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: 19/12/2025
Issue date: 09/02/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.60
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.35
Parity: -2.09
Time value: 0.61
Break-even: 79.42
Moneyness: 0.72
Premium: 0.51
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 1.67%
Delta: 0.40
Theta: -0.01
Omega: 3.43
Rho: 0.20
 

Quote data

Open: 0.650
High: 0.650
Low: 0.550
Previous Close: 0.650
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -43.14%
1 Month
  -62.82%
3 Months
  -53.97%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.580
1M High / 1M Low: 1.700 0.580
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.796
Avg. volume 1W:   0.000
Avg. price 1M:   1.253
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   190.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -