BNP Paribas Call 70 WDC 16.01.2026
/ DE000PC4Y7V7
BNP Paribas Call 70 WDC 16.01.202.../ DE000PC4Y7V7 /
| 2024-06-17 9:20:52 AM |
Chg.-0.10 |
Bid8:16:03 PM |
Ask8:16:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.12EUR |
-4.50% |
2.24
Bid Size: 6,600 |
2.26
Ask Size: 6,600 |
Western Digital Corp... |
70.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC4Y7V |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 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: |
3.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.31 |
| Parity: |
0.76 |
| Time value: |
1.37 |
| Break-even: |
86.70 |
| Moneyness: |
1.12 |
| Premium: |
0.19 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.95% |
| Delta: |
0.72 |
| Theta: |
-0.02 |
| Omega: |
2.46 |
| Rho: |
0.49 |
Quote data
| Open: |
2.12 |
| High: |
2.12 |
| Low: |
2.12 |
| Previous Close: |
2.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.77% |
| 1 Month |
|
|
+19.77% |
| 3 Months |
|
|
+96.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.22 |
1.88 |
| 1M High / 1M Low: |
2.22 |
1.67 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
