BNP Paribas Call 70 WDC 19.12.2025
/ DE000PC4Y7P9
BNP Paribas Call 70 WDC 19.12.202.../ DE000PC4Y7P9 /
2024-06-25 3:20:25 PM |
Chg.+0.020 |
Bid3:32:18 PM |
Ask3:28:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.930EUR |
+1.05% |
1.910 Bid Size: 2,550 |
- Ask Size: - |
Western Digital Corp... |
70.00 USD |
2025-12-19 |
Call |
Master data
WKN: |
PC4Y7P |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Western Digital Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 USD |
Maturity: |
2025-12-19 |
Issue date: |
2024-02-09 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.48 |
Intrinsic value: |
0.50 |
Implied volatility: |
0.46 |
Historic volatility: |
0.31 |
Parity: |
0.50 |
Time value: |
1.42 |
Break-even: |
84.42 |
Moneyness: |
1.08 |
Premium: |
0.20 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
0.52% |
Delta: |
0.69 |
Theta: |
-0.02 |
Omega: |
2.54 |
Rho: |
0.44 |
Quote data
Open: |
1.910 |
High: |
1.940 |
Low: |
1.900 |
Previous Close: |
1.910 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-13.06% |
1 Month |
|
|
+6.04% |
3 Months |
|
|
+51.97% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.250 |
1.910 |
1M High / 1M Low: |
2.250 |
1.730 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.058 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.972 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
89.07% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |