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

EUWAX
11/15/2024  9:14:08 AM Chg.- Bid8:05:05 AM Ask8:05:05 AM Underlying Strike price Expiration date Option type
0.590EUR - 0.620
Bid Size: 4,839
0.650
Ask Size: 4,616
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: 9.47
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: 82.29
Moneyness: 0.79
Premium: 0.38
Premium p.a.: 0.34
Spread abs.: 0.03
Spread %: 5.00%
Delta: 0.41
Theta: -0.01
Omega: 3.88
Rho: 0.20
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.600
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.18%
1 Month
  -31.40%
3 Months
  -21.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.590
1M High / 1M Low: 1.030 0.590
6M High / 6M Low: 1.790 0.390
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.694
Avg. volume 1W:   0.000
Avg. price 1M:   0.795
Avg. volume 1M:   0.000
Avg. price 6M:   1.030
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   157.39%
Volatility 6M:   160.22%
Volatility 1Y:   -
Volatility 3Y:   -