BNP Paribas Call 50 WDC 16.01.2026
/ DE000PC4Y7R5
BNP Paribas Call 50 WDC 16.01.202.../ DE000PC4Y7R5 /
9/26/2024 9:50:31 PM |
Chg.+0.330 |
Bid9:57:35 PM |
Ask9:57:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.410EUR |
+15.87% |
2.400 Bid Size: 4,133 |
2.460 Ask Size: 4,133 |
Western Digital Corp... |
50.00 USD |
1/16/2026 |
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: |
1/16/2026 |
Issue date: |
2/9/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.85 |
Intrinsic value: |
1.44 |
Implied volatility: |
0.48 |
Historic volatility: |
0.34 |
Parity: |
1.44 |
Time value: |
0.66 |
Break-even: |
65.92 |
Moneyness: |
1.32 |
Premium: |
0.11 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.02 |
Spread %: |
0.96% |
Delta: |
0.81 |
Theta: |
-0.01 |
Omega: |
2.27 |
Rho: |
0.35 |
Quote data
Open: |
2.390 |
High: |
2.480 |
Low: |
2.280 |
Previous Close: |
2.080 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+15.87% |
1 Month |
|
|
+28.88% |
3 Months |
|
|
-21.24% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.120 |
2.080 |
1M High / 1M Low: |
2.140 |
1.740 |
6M High / 6M Low: |
3.470 |
1.550 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.098 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.970 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.592 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
75.46% |
Volatility 6M: |
|
83.45% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |