BNP Paribas Call 100 WDC 16.01.20.../  DE000PC71C50  /

EUWAX
7/30/2024  8:37:59 AM Chg.-0.070 Bid7:09:47 PM Ask7:09:47 PM Underlying Strike price Expiration date Option type
0.520EUR -11.86% 0.450
Bid Size: 22,600
0.460
Ask Size: 22,600
Western Digital Corp... 100.00 USD 1/16/2026 Call
 

Master data

WKN: PC71C5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 1/16/2026
Issue date: 4/9/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.58
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.33
Parity: -3.10
Time value: 0.53
Break-even: 97.73
Moneyness: 0.66
Premium: 0.59
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 1.92%
Delta: 0.33
Theta: -0.01
Omega: 3.82
Rho: 0.22
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.590
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.64%
1 Month
  -45.26%
3 Months
  -33.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.540
1M High / 1M Low: 1.030 0.540
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.648
Avg. volume 1W:   0.000
Avg. price 1M:   0.832
Avg. volume 1M:   151.143
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   144.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -