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

Frankfurt Zert./BNP
10/07/2024  21:50:32 Chg.+0.120 Bid21:59:45 Ask21:59:45 Underlying Strike price Expiration date Option type
1.700EUR +7.59% 1.710
Bid Size: 9,200
1.720
Ask Size: 9,200
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: 4.53
Leverage: Yes

Calculated values

Fair value: 1.18
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.31
Parity: -0.15
Time value: 1.60
Break-even: 89.98
Moneyness: 0.98
Premium: 0.24
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 0.63%
Delta: 0.63
Theta: -0.02
Omega: 2.84
Rho: 0.43
 

Quote data

Open: 1.590
High: 1.710
Low: 1.590
Previous Close: 1.580
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.59%
1 Month  
+12.58%
3 Months  
+11.84%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.700 1.530
1M High / 1M Low: 1.780 1.480
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.596
Avg. volume 1W:   0.000
Avg. price 1M:   1.591
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -