BNP Paribas Call 60 WDC 20.06.2025
/ DE000PC4Y7F0
BNP Paribas Call 60 WDC 20.06.202.../ DE000PC4Y7F0 /
| 17/06/2024 21:50:32 |
Chg.+0.100 |
Bid21:56:57 |
Ask21:56:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.520EUR |
+4.13% |
2.540
Bid Size: 5,100 |
2.560
Ask Size: 5,100 |
Western Digital Corp... |
60.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
PC4Y7F |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 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: |
3.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.07 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.31 |
| Parity: |
1.69 |
| Time value: |
0.74 |
| Break-even: |
80.36 |
| Moneyness: |
1.30 |
| Premium: |
0.10 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.83% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
2.41 |
| Rho: |
0.34 |
Quote data
| Open: |
2.410 |
| High: |
2.550 |
| Low: |
2.370 |
| Previous Close: |
2.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
+32.63% |
| 3 Months |
|
|
+117.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.540 |
2.270 |
| 1M High / 1M Low: |
2.540 |
1.900 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.394 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.177 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
