BNP Paribas Call 80 WDC 20.06.2025
/ DE000PC4Y7J2
BNP Paribas Call 80 WDC 20.06.202.../ DE000PC4Y7J2 /
| 11/18/2024 9:50:35 AM |
Chg.+0.010 |
Bid10:05:31 AM |
Ask10:05:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+3.03% |
0.340
Bid Size: 17,900 |
0.360
Ask Size: 17,900 |
Western Digital Corp... |
80.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
PC4Y7J |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
2/9/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.35 |
| Parity: |
-1.63 |
| Time value: |
0.36 |
| Break-even: |
79.53 |
| Moneyness: |
0.79 |
| Premium: |
0.33 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.03 |
| Spread %: |
9.09% |
| Delta: |
0.32 |
| Theta: |
-0.02 |
| Omega: |
5.28 |
| Rho: |
0.09 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.340 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.09% |
| 1 Month |
|
|
-34.62% |
| 3 Months |
|
|
-32.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.330 |
| 1M High / 1M Low: |
0.600 |
0.330 |
| 6M High / 6M Low: |
1.500 |
0.330 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.370 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.481 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.752 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.20% |
| Volatility 6M: |
|
158.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
