BNP Paribas Call 75 WDC 17.01.2025
/ DE000PC6NKH2
BNP Paribas Call 75 WDC 17.01.202.../ DE000PC6NKH2 /
6/28/2024 9:50:26 PM |
Chg.-0.040 |
Bid9:57:50 PM |
Ask9:57:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.030EUR |
-3.74% |
1.020 Bid Size: 14,600 |
1.030 Ask Size: 14,600 |
Western Digital Corp... |
75.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
PC6NKH |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Western Digital Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
3/14/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.15 |
Implied volatility: |
0.45 |
Historic volatility: |
0.32 |
Parity: |
0.15 |
Time value: |
0.93 |
Break-even: |
80.84 |
Moneyness: |
1.02 |
Premium: |
0.13 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.01 |
Spread %: |
0.93% |
Delta: |
0.61 |
Theta: |
-0.03 |
Omega: |
4.07 |
Rho: |
0.18 |
Quote data
Open: |
1.100 |
High: |
1.150 |
Low: |
1.030 |
Previous Close: |
1.070 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-12.71% |
3 Months |
|
|
+30.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.100 |
1.010 |
1M High / 1M Low: |
1.360 |
0.940 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.048 |
Avg. volume 1W: |
|
104 |
Avg. price 1M: |
|
1.118 |
Avg. volume 1M: |
|
22.609 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
134.64% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |