BNP Paribas Call 50 WDC 20.06.202.../  DE000PC4Y7D5  /

EUWAX
03/06/2024  09:07:41 Chg.+0.09 Bid10:05:25 Ask10:05:25 Underlying Strike price Expiration date Option type
2.83EUR +3.28% 2.87
Bid Size: 7,200
2.90
Ask Size: 7,200
Western Digital Corp... 50.00 USD 20/06/2025 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: 20/06/2025
Issue date: 09/02/2024
Last trading day: 19/06/2025
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: 2.83
High: 2.83
Low: 2.83
Previous Close: 2.74
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.17%
1 Month  
+15.51%
3 Months  
+70.48%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.97 2.74
1M High / 1M Low: 2.97 2.45
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.81
Avg. volume 1W:   0.00
Avg. price 1M:   2.66
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -