BNP Paribas Call 65 WDC 21.06.2024
/ DE000PC4Y6S5
BNP Paribas Call 65 WDC 21.06.202.../ DE000PC4Y6S5 /
| 2024-06-14 9:50:32 PM |
Chg.-0.160 |
Bid9:57:11 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.240EUR |
-11.43% |
1.230
Bid Size: 16,400 |
-
Ask Size: - |
Western Digital Corp... |
65.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC4Y6S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
1.36 |
| Implied volatility: |
1.06 |
| Historic volatility: |
0.31 |
| Parity: |
1.36 |
| Time value: |
0.04 |
| Break-even: |
74.54 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.03 |
| Spread %: |
2.19% |
| Delta: |
0.93 |
| Theta: |
-0.11 |
| Omega: |
4.91 |
| Rho: |
0.01 |
Quote data
| Open: |
1.370 |
| High: |
1.390 |
| Low: |
1.160 |
| Previous Close: |
1.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.53% |
| 1 Month |
|
|
+19.23% |
| 3 Months |
|
|
+313.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.400 |
1.080 |
| 1M High / 1M Low: |
1.400 |
0.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.230 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.010 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
