BNP Paribas Call 80 WDC 20.06.202.../  DE000PC4Y7J2  /

Frankfurt Zert./BNP
6/13/2024  9:50:31 PM Chg.+0.090 Bid9:53:09 PM Ask9:53:09 PM Underlying Strike price Expiration date Option type
1.460EUR +6.57% 1.450
Bid Size: 3,500
1.460
Ask Size: 3,500
Western Digital Corp... 80.00 USD 6/20/2025 Call
 

Master data

WKN: PC4Y7J
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 6/20/2025
Issue date: 2/9/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.23
Leverage: Yes

Calculated values

Fair value: 1.00
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.31
Parity: -0.07
Time value: 1.40
Break-even: 87.99
Moneyness: 0.99
Premium: 0.20
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 0.72%
Delta: 0.61
Theta: -0.02
Omega: 3.20
Rho: 0.31
 

Quote data

Open: 1.430
High: 1.480
Low: 1.400
Previous Close: 1.370
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+25.86%
1 Month  
+33.95%
3 Months  
+160.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.460 1.160
1M High / 1M Low: 1.460 0.990
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.304
Avg. volume 1W:   0.000
Avg. price 1M:   1.172
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -