BNP Paribas Call 100 WDC 17.01.20.../  DE000PC8GVS6  /

EUWAX
31/07/2024  08:39:02 Chg.-0.010 Bid17:11:27 Ask17:11:27 Underlying Strike price Expiration date Option type
0.100EUR -9.09% 0.100
Bid Size: 63,000
0.110
Ask Size: 63,000
Western Digital Corp... 100.00 USD 17/01/2025 Call
 

Master data

WKN: PC8GVS
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 17/01/2025
Issue date: 17/04/2024
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 64.19
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.33
Parity: -3.40
Time value: 0.09
Break-even: 93.37
Moneyness: 0.63
Premium: 0.60
Premium p.a.: 1.74
Spread abs.: 0.01
Spread %: 12.35%
Delta: 0.11
Theta: -0.01
Omega: 7.26
Rho: 0.03
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -52.38%
1 Month
  -70.59%
3 Months
  -65.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.110
1M High / 1M Low: 0.390 0.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.154
Avg. volume 1W:   0.000
Avg. price 1M:   0.267
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   254.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -