BNP Paribas Call 65 WDC 16.01.2026
/ DE000PC4Y7U9
BNP Paribas Call 65 WDC 16.01.202.../ DE000PC4Y7U9 /
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: |
|
- |