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

Frankfurt Zert./BNP
10/07/2024  21:50:21 Chg.+0.080 Bid21:56:13 Ask21:56:13 Underlying Strike price Expiration date Option type
1.030EUR +8.42% 1.030
Bid Size: 8,400
1.050
Ask Size: 8,400
Western Digital Corp... 100.00 USD 16/01/2026 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: 16/01/2026
Issue date: 09/04/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.48
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.31
Parity: -1.99
Time value: 0.97
Break-even: 102.17
Moneyness: 0.78
Premium: 0.41
Premium p.a.: 0.25
Spread abs.: 0.02
Spread %: 2.11%
Delta: 0.46
Theta: -0.02
Omega: 3.41
Rho: 0.35
 

Quote data

Open: 0.950
High: 1.040
Low: 0.950
Previous Close: 0.950
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.42%
1 Month  
+11.96%
3 Months  
+5.10%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.920
1M High / 1M Low: 1.110 0.890
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.962
Avg. volume 1W:   0.000
Avg. price 1M:   0.967
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   95.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -