BNP Paribas Call 85 WDC 17.01.2025
/ DE000PC71CW0
BNP Paribas Call 85 WDC 17.01.202.../ DE000PC71CW0 /
7/30/2024 8:50:37 AM |
Chg.-0.020 |
Bid9:02:07 AM |
Ask9:02:07 AM |
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 |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
4/9/2024 |
Last trading day: |
1/16/2025 |
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: |
|
- |