BNP Paribas Call 80 WDC 19.12.202.../  DE000PC4Y7Q7  /

Frankfurt Zert./BNP
6/7/2024  9:50:40 PM Chg.-0.020 Bid9:58:11 PM Ask9:58:11 PM Underlying Strike price Expiration date Option type
1.420EUR -1.39% 1.420
Bid Size: 3,000
1.440
Ask Size: 3,000
Western Digital Corp... 80.00 USD 12/19/2025 Call
 

Master data

WKN: PC4Y7Q
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 12/19/2025
Issue date: 2/9/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.82
Leverage: Yes

Calculated values

Fair value: 1.03
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.31
Parity: -0.46
Time value: 1.44
Break-even: 88.46
Moneyness: 0.94
Premium: 0.27
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 1.41%
Delta: 0.60
Theta: -0.02
Omega: 2.89
Rho: 0.42
 

Quote data

Open: 1.420
High: 1.450
Low: 1.370
Previous Close: 1.440
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.71%
1 Month  
+7.58%
3 Months  
+61.36%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.490 1.330
1M High / 1M Low: 1.570 1.230
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.412
Avg. volume 1W:   0.000
Avg. price 1M:   1.370
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.49%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -