BNP Paribas Call 80 WDC 21.03.2025
/ DE000PC4Y7C7
BNP Paribas Call 80 WDC 21.03.202.../ DE000PC4Y7C7 /
| 10/11/2024 9:50:43 PM |
Chg.+0.020 |
Bid10/11/2024 |
Ask10/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+7.41% |
0.290
Bid Size: 21,300 |
0.300
Ask Size: 21,300 |
Western Digital Corp... |
80.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
PC4Y7C |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
2/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.35 |
| Parity: |
-1.38 |
| Time value: |
0.30 |
| Break-even: |
76.16 |
| Moneyness: |
0.81 |
| Premium: |
0.28 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.01 |
| Spread %: |
3.45% |
| Delta: |
0.31 |
| Theta: |
-0.02 |
| Omega: |
6.07 |
| Rho: |
0.07 |
Quote data
| Open: |
0.270 |
| High: |
0.300 |
| Low: |
0.260 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.12% |
| 1 Month |
|
|
-6.45% |
| 3 Months |
|
|
-73.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.270 |
| 1M High / 1M Low: |
0.470 |
0.270 |
| 6M High / 6M Low: |
1.300 |
0.230 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.304 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.333 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.684 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.02% |
| Volatility 6M: |
|
181.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
