BNP Paribas Call 45 WDC 19.12.2025
/ DE000PC5F9R3
BNP Paribas Call 45 WDC 19.12.202.../ DE000PC5F9R3 /
| 2024-06-24 8:32:52 AM |
Chg.-0.03 |
Bid8:16:22 PM |
Ask8:16:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.44EUR |
-0.86% |
3.35
Bid Size: 17,800 |
3.37
Ask Size: 17,800 |
Western Digital Corp... |
45.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC5F9R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.16 |
| Intrinsic value: |
2.88 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.32 |
| Parity: |
2.88 |
| Time value: |
0.57 |
| Break-even: |
76.60 |
| Moneyness: |
1.68 |
| Premium: |
0.08 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.58% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
1.82 |
| Rho: |
0.42 |
Quote data
| Open: |
3.44 |
| High: |
3.44 |
| Low: |
3.44 |
| Previous Close: |
3.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.97% |
| 1 Month |
|
|
+6.17% |
| 3 Months |
|
|
+42.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.81 |
3.47 |
| 1M High / 1M Low: |
3.81 |
3.19 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
