BNP Paribas Call 70 WDC 20.09.2024
/ DE000PC4Y6W7
BNP Paribas Call 70 WDC 20.09.202.../ DE000PC4Y6W7 /
| 8/15/2024 9:50:44 PM |
Chg.+0.022 |
Bid9:58:58 PM |
Ask9:58:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.079EUR |
+38.60% |
-
Bid Size: - |
-
Ask Size: - |
Western Digital Corp... |
70.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC4Y6W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
2/9/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
61.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.34 |
| Parity: |
-0.77 |
| Time value: |
0.09 |
| Break-even: |
64.48 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
3.28 |
| Spread abs.: |
0.04 |
| Spread %: |
62.50% |
| Delta: |
0.21 |
| Theta: |
-0.03 |
| Omega: |
13.04 |
| Rho: |
0.01 |
Quote data
| Open: |
0.062 |
| High: |
0.081 |
| Low: |
0.053 |
| Previous Close: |
0.057 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.54% |
| 1 Month |
|
|
-91.60% |
| 3 Months |
|
|
-91.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.079 |
0.057 |
| 1M High / 1M Low: |
0.940 |
0.049 |
| 6M High / 6M Low: |
1.300 |
0.049 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.067 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.299 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.700 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
511.23% |
| Volatility 6M: |
|
281.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
