BNP Paribas Call 50 WDC 20.06.2025
/ DE000PC4Y7D5
BNP Paribas Call 50 WDC 20.06.202.../ DE000PC4Y7D5 /
| 6/3/2024 11:20:57 AM |
Chg.+0.070 |
Bid6/3/2024 |
Ask6/3/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.870EUR |
+2.50% |
2.870
Bid Size: 7,200 |
2.900
Ask Size: 7,200 |
Western Digital Corp... |
50.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
PC4Y7D |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
2/9/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.57 |
| Intrinsic value: |
2.33 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.31 |
| Parity: |
2.33 |
| Time value: |
0.50 |
| Break-even: |
74.37 |
| Moneyness: |
1.51 |
| Premium: |
0.07 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.71% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
2.12 |
| Rho: |
0.33 |
Quote data
| Open: |
2.820 |
| High: |
2.870 |
| Low: |
2.820 |
| Previous Close: |
2.800 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.61% |
| 1 Month |
|
|
+15.73% |
| 3 Months |
|
|
+42.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.020 |
2.770 |
| 1M High / 1M Low: |
3.020 |
2.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.860 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.681 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
