BNP Paribas Call 45 WDC 16.01.2026
/ DE000PC5F9S1
BNP Paribas Call 45 WDC 16.01.202.../ DE000PC5F9S1 /
| 9/26/2024 12:50:36 PM |
Chg.+0.360 |
Bid1:11:51 PM |
Ask1:11:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.750EUR |
+15.06% |
-
Bid Size: - |
-
Ask Size: - |
Western Digital Corp... |
45.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC5F9S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
2/21/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
1.89 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.34 |
| Parity: |
1.89 |
| Time value: |
0.52 |
| Break-even: |
64.53 |
| Moneyness: |
1.47 |
| Premium: |
0.09 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.84% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
2.09 |
| Rho: |
0.34 |
Quote data
| Open: |
2.720 |
| High: |
2.750 |
| Low: |
2.700 |
| Previous Close: |
2.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.06% |
| 1 Month |
|
|
+27.31% |
| 3 Months |
|
|
-19.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.430 |
2.390 |
| 1M High / 1M Low: |
2.450 |
2.020 |
| 6M High / 6M Low: |
3.820 |
1.810 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.270 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.908 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.16% |
| Volatility 6M: |
|
77.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
