BNP Paribas Call 100 WDC 21.03.2025
/ DE000PC71CZ3
BNP Paribas Call 100 WDC 21.03.20.../ DE000PC71CZ3 /
| 7/10/2024 9:50:23 PM |
Chg.+0.060 |
Bid7/10/2024 |
Ask7/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+12.24% |
0.550
Bid Size: 13,200 |
0.560
Ask Size: 13,200 |
Western Digital Corp... |
100.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
PC71CZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.31 |
| Parity: |
-1.99 |
| Time value: |
0.50 |
| Break-even: |
97.47 |
| Moneyness: |
0.78 |
| Premium: |
0.34 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
0.34 |
| Theta: |
-0.02 |
| Omega: |
4.94 |
| Rho: |
0.14 |
Quote data
| Open: |
0.490 |
| High: |
0.550 |
| Low: |
0.490 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.02% |
| 1 Month |
|
|
+12.24% |
| 3 Months |
|
|
+3.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.470 |
| 1M High / 1M Low: |
0.630 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.482 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.506 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
