BNP Paribas Call 55 WDC 16.01.2026
/ DE000PC4Y7S3
BNP Paribas Call 55 WDC 16.01.202.../ DE000PC4Y7S3 /
| 2024-06-25 8:59:08 AM |
Chg.-0.04 |
Bid1:51:29 PM |
Ask1:51:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.76EUR |
-1.43% |
2.78
Bid Size: 10,800 |
2.81
Ask Size: 10,800 |
Western Digital Corp... |
55.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC4Y7S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 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: |
2.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.39 |
| Intrinsic value: |
1.90 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.31 |
| Parity: |
1.90 |
| Time value: |
0.88 |
| Break-even: |
79.05 |
| Moneyness: |
1.37 |
| Premium: |
0.13 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.72% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
2.07 |
| Rho: |
0.46 |
Quote data
| Open: |
2.76 |
| High: |
2.76 |
| Low: |
2.76 |
| Previous Close: |
2.80 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.54% |
| 1 Month |
|
|
+5.75% |
| 3 Months |
|
|
+48.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.15 |
2.80 |
| 1M High / 1M Low: |
3.15 |
2.56 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
