BNP Paribas Call 50 WDC 16.01.2026
/ DE000PC4Y7R5
BNP Paribas Call 50 WDC 16.01.202.../ DE000PC4Y7R5 /
2024-06-25 10:50:38 AM |
Chg.+0.010 |
Bid11:13:56 AM |
Ask11:13:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
3.080EUR |
+0.33% |
3.080 Bid Size: 9,700 |
3.110 Ask Size: 9,700 |
Western Digital Corp... |
50.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
PC4Y7R |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Western Digital Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-02-09 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.75 |
Intrinsic value: |
2.37 |
Implied volatility: |
0.51 |
Historic volatility: |
0.31 |
Parity: |
2.37 |
Time value: |
0.72 |
Break-even: |
77.49 |
Moneyness: |
1.51 |
Premium: |
0.10 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
0.65% |
Delta: |
0.85 |
Theta: |
-0.01 |
Omega: |
1.94 |
Rho: |
0.45 |
Quote data
Open: |
3.070 |
High: |
3.080 |
Low: |
3.060 |
Previous Close: |
3.070 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-10.72% |
1 Month |
|
|
+3.70% |
3 Months |
|
|
+37.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.470 |
3.070 |
1M High / 1M Low: |
3.470 |
2.860 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.248 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.153 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
67.53% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |