BNP Paribas Call 100 WDC 20.12.20.../  DE000PC8GVR8  /

EUWAX
7/12/2024  8:39:20 AM Chg.-0.060 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.270EUR -18.18% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 100.00 USD 12/20/2024 Call
 

Master data

WKN: PC8GVR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 12/20/2024
Issue date: 4/17/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.07
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.31
Parity: -1.95
Time value: 0.30
Break-even: 94.69
Moneyness: 0.79
Premium: 0.31
Premium p.a.: 0.85
Spread abs.: 0.01
Spread %: 3.45%
Delta: 0.27
Theta: -0.02
Omega: 6.46
Rho: 0.07
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -28.95%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.270
1M High / 1M Low: 0.420 0.240
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.292
Avg. volume 1W:   0.000
Avg. price 1M:   0.311
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   217.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -