BNP Paribas Call 60 WDC 16.01.202.../  DE000PC4Y7T1  /

Frankfurt Zert./BNP
5/31/2024  9:50:23 PM Chg.-0.040 Bid9:58:47 PM Ask9:58:47 PM Underlying Strike price Expiration date Option type
2.380EUR -1.65% 2.390
Bid Size: 4,000
2.410
Ask Size: 4,000
Western Digital Corp... 60.00 USD 1/16/2026 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: 1/16/2026
Issue date: 2/9/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.88
Leverage: Yes

Calculated values

Fair value: 2.05
Intrinsic value: 1.41
Implied volatility: 0.45
Historic volatility: 0.31
Parity: 1.41
Time value: 1.00
Break-even: 79.41
Moneyness: 1.25
Premium: 0.14
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 0.84%
Delta: 0.78
Theta: -0.01
Omega: 2.26
Rho: 0.49
 

Quote data

Open: 2.330
High: 2.410
Low: 2.230
Previous Close: 2.420
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.42%
1 Month  
+6.73%
3 Months  
+42.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.590 2.360
1M High / 1M Low: 2.590 2.060
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.442
Avg. volume 1W:   0.000
Avg. price 1M:   2.279
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   64.30%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -