BNP Paribas Call 70 WDC 19.12.202.../  DE000PC4Y7P9  /

Frankfurt Zert./BNP
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:   -