BNP Paribas Call 85 WDC 17.01.2025
/ DE000PC71CW0
BNP Paribas Call 85 WDC 17.01.202.../ DE000PC71CW0 /
| 30/07/2024 08:50:37 |
Chg.-0.020 |
Bid09:02:07 |
Ask09:02:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-6.90% |
0.280
Bid Size: 10,000 |
0.300
Ask Size: 10,000 |
Western Digital Corp... |
85.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PC71CW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.33 |
| Parity: |
-1.54 |
| Time value: |
0.34 |
| Break-even: |
81.72 |
| Moneyness: |
0.80 |
| Premium: |
0.30 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
0.31 |
| Theta: |
-0.02 |
| Omega: |
5.79 |
| Rho: |
0.08 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.30% |
| 1 Month |
|
|
-58.46% |
| 3 Months |
|
|
-56.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.290 |
| 1M High / 1M Low: |
0.800 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.366 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.572 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
