BNP Paribas Call 75 WDC 17.01.2025
/ DE000PC6NKH2
BNP Paribas Call 75 WDC 17.01.202.../ DE000PC6NKH2 /
15/11/2024 08:33:06 |
Chg.-0.001 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.076EUR |
-1.30% |
- Bid Size: - |
- Ask Size: - |
Western Digital Corp... |
75.00 USD |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
14/03/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
59.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.35 |
Parity: |
-1.16 |
Time value: |
0.10 |
Break-even: |
72.24 |
Moneyness: |
0.84 |
Premium: |
0.21 |
Premium p.a.: |
2.09 |
Spread abs.: |
0.03 |
Spread %: |
35.14% |
Delta: |
0.19 |
Theta: |
-0.02 |
Omega: |
11.18 |
Rho: |
0.02 |
Quote data
Open: |
0.076 |
High: |
0.076 |
Low: |
0.076 |
Previous Close: |
0.077 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-66.96% |
1 Month |
|
|
-76.97% |
3 Months |
|
|
-76.25% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.076 |
1M High / 1M Low: |
0.440 |
0.076 |
6M High / 6M Low: |
1.380 |
0.076 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.129 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.231 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.573 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
376.44% |
Volatility 6M: |
|
237.31% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |