BNP Paribas Call 80 WDC 17.01.202.../  DE000PC6NKG4  /

EUWAX
05/08/2024  17:17:59 Chg.-0.020 Bid22:00:42 Ask22:00:42 Underlying Strike price Expiration date Option type
0.170EUR -10.53% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 80.00 USD 17/01/2025 Call
 

Master data

WKN: PC6NKG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 80.00 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: 27.61
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.35
Parity: -2.09
Time value: 0.19
Break-even: 75.22
Moneyness: 0.72
Premium: 0.43
Premium p.a.: 1.22
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.22
Theta: -0.02
Omega: 6.04
Rho: 0.04
 

Quote data

Open: 0.130
High: 0.170
Low: 0.130
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -62.22%
1 Month
  -81.32%
3 Months
  -75.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.190
1M High / 1M Low: 1.000 0.190
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.332
Avg. volume 1W:   0.000
Avg. price 1M:   0.645
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   240.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -