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