BNP Paribas Call 60 WDC 20.06.2025
/ DE000PC4Y7F0
BNP Paribas Call 60 WDC 20.06.202.../ DE000PC4Y7F0 /
6/17/2024 9:50:32 PM |
Chg.+0.100 |
Bid9:56:57 PM |
Ask9:56:57 PM |
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 |
6/20/2025 |
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: |
6/20/2025 |
Issue date: |
2/9/2024 |
Last trading day: |
6/19/2025 |
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: |
|
- |