BNP Paribas Call 65 WDC 16.01.2026
/ DE000PC4Y7U9
BNP Paribas Call 65 WDC 16.01.202.../ DE000PC4Y7U9 /
| 2024-09-23 11:21:07 AM |
Chg.+0.020 |
Bid11:36:24 AM |
Ask11:36:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.360EUR |
+1.49% |
1.360
Bid Size: 11,900 |
1.380
Ask Size: 11,900 |
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: |
4.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.34 |
| Parity: |
0.16 |
| Time value: |
1.22 |
| Break-even: |
72.05 |
| Moneyness: |
1.03 |
| Premium: |
0.20 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.73% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
2.83 |
| Rho: |
0.33 |
Quote data
| Open: |
1.360 |
| High: |
1.370 |
| Low: |
1.360 |
| Previous Close: |
1.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.57% |
| 1 Month |
|
|
+7.09% |
| 3 Months |
|
|
-37.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.340 |
1.230 |
| 1M High / 1M Low: |
1.370 |
1.070 |
| 6M High / 6M Low: |
2.550 |
0.940 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.290 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.227 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.795 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.34% |
| Volatility 6M: |
|
103.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
