BNP Paribas Call 65 WDC 16.01.202.../  DE000PC4Y7U9  /

Frankfurt Zert./BNP
2024-06-21  2:50:42 PM Chg.-0.070 Bid2024-06-21 Ask2024-06-21 Underlying Strike price Expiration date Option type
2.210EUR -3.07% 2.210
Bid Size: 10,800
2.240
Ask Size: 10,800
Western Digital Corp... 65.00 USD 2026-01-16 Call
 

Master data

WKN: PC4Y7U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 65.00 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: 3.13
Leverage: Yes

Calculated values

Fair value: 1.85
Intrinsic value: 1.05
Implied volatility: 0.47
Historic volatility: 0.32
Parity: 1.05
Time value: 1.23
Break-even: 83.51
Moneyness: 1.17
Premium: 0.17
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 0.89%
Delta: 0.75
Theta: -0.01
Omega: 2.33
Rho: 0.48
 

Quote data

Open: 2.270
High: 2.270
Low: 2.200
Previous Close: 2.280
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month  
+9.95%
3 Months  
+54.55%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.550 2.280
1M High / 1M Low: 2.550 1.990
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.444
Avg. volume 1W:   0.000
Avg. price 1M:   2.227
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -