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

EUWAX
7/9/2024  9:16:29 AM Chg.+0.09 Bid10:14:06 AM Ask10:14:06 AM Underlying Strike price Expiration date Option type
1.62EUR +5.88% -
Bid Size: -
-
Ask Size: -
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: 4.47
Leverage: Yes

Calculated values

Fair value: 1.19
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.31
Parity: -0.14
Time value: 1.62
Break-even: 90.06
Moneyness: 0.98
Premium: 0.24
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 0.62%
Delta: 0.63
Theta: -0.02
Omega: 2.81
Rho: 0.43
 

Quote data

Open: 1.62
High: 1.62
Low: 1.62
Previous Close: 1.53
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.72%
1 Month  
+13.29%
3 Months  
+8.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.59 1.49
1M High / 1M Low: 1.79 1.40
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.55
Avg. volume 1W:   0.00
Avg. price 1M:   1.58
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.49%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -