BNP Paribas Call 70 WDC 21.03.2025
/ DE000PC4Y7B9
BNP Paribas Call 70 WDC 21.03.202.../ DE000PC4Y7B9 /
| 2024-09-26 8:50:42 PM |
Chg.+0.190 |
Bid8:59:55 PM |
Ask8:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+31.67% |
0.830
Bid Size: 11,600 |
0.860
Ask Size: 11,600 |
Western Digital Corp... |
70.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
PC4Y7B |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.34 |
| Parity: |
-0.36 |
| Time value: |
0.62 |
| Break-even: |
69.09 |
| Moneyness: |
0.94 |
| Premium: |
0.17 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
0.51 |
| Theta: |
-0.02 |
| Omega: |
4.84 |
| Rho: |
0.11 |
Quote data
| Open: |
0.810 |
| High: |
0.870 |
| Low: |
0.750 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.51% |
| 1 Month |
|
|
+49.06% |
| 3 Months |
|
|
-44.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.600 |
| 1M High / 1M Low: |
0.670 |
0.450 |
| 6M High / 6M Low: |
1.810 |
0.420 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.618 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.564 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.106 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.57% |
| Volatility 6M: |
|
145.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
