BNP Paribas Call 60 WDC 16.01.2026
/ DE000PC4Y7T1
BNP Paribas Call 60 WDC 16.01.202.../ DE000PC4Y7T1 /
| 2024-06-17 7:20:49 PM |
Chg.+0.100 |
Bid7:21:09 PM |
Ask7:21:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.770EUR |
+3.75% |
2.780
Bid Size: 8,000 |
2.800
Ask Size: 8,000 |
Western Digital Corp... |
60.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC4Y7T |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 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: |
2.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.31 |
| Parity: |
1.69 |
| Time value: |
0.98 |
| Break-even: |
82.76 |
| Moneyness: |
1.30 |
| Premium: |
0.13 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.75% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
2.18 |
| Rho: |
0.50 |
Quote data
| Open: |
2.660 |
| High: |
2.770 |
| Low: |
2.620 |
| Previous Close: |
2.670 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.78% |
| 1 Month |
|
|
+29.44% |
| 3 Months |
|
|
+102.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.790 |
2.520 |
| 1M High / 1M Low: |
2.790 |
2.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.646 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.425 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
