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

EUWAX
2024-07-29  8:39:59 AM Chg.+0.020 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.110EUR +22.22% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 100.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2024-04-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 57.18
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.33
Parity: -2.92
Time value: 0.11
Break-even: 93.24
Moneyness: 0.68
Premium: 0.48
Premium p.a.: 1.71
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.13
Theta: -0.01
Omega: 7.65
Rho: 0.03
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.67%
1 Month
  -62.07%
3 Months
  -56.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.090
1M High / 1M Low: 0.330 0.090
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.134
Avg. volume 1W:   0.000
Avg. price 1M:   0.229
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   283.78%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -