BNP Paribas Call 75 WDC 17.01.202.../  DE000PC6NKH2  /

EUWAX
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:   -