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

Frankfurt Zert./BNP
2024-09-27  8:50:35 AM Chg.-0.010 Bid9:05:39 AM Ask9:05:39 AM Underlying Strike price Expiration date Option type
1.590EUR -0.63% 1.600
Bid Size: 3,000
1.620
Ask Size: 3,000
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: 4.46
Leverage: Yes

Calculated values

Fair value: 1.06
Intrinsic value: 0.09
Implied volatility: 0.44
Historic volatility: 0.34
Parity: 0.09
Time value: 1.24
Break-even: 71.70
Moneyness: 1.02
Premium: 0.21
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 0.76%
Delta: 0.64
Theta: -0.01
Omega: 2.87
Rho: 0.33
 

Quote data

Open: 1.600
High: 1.600
Low: 1.590
Previous Close: 1.600
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+18.66%
1 Month  
+33.61%
3 Months
  -29.65%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.600 1.320
1M High / 1M Low: 1.600 1.070
6M High / 6M Low: 2.550 0.940
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.390
Avg. volume 1W:   0.000
Avg. price 1M:   1.258
Avg. volume 1M:   0.000
Avg. price 6M:   1.786
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.85%
Volatility 6M:   104.90%
Volatility 1Y:   -
Volatility 3Y:   -