BNP Paribas Call 85 WDC 20.09.202.../  DE000PC71CR0  /

EUWAX
02/08/2024  08:34:18 Chg.-0.023 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.011EUR -67.65% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 85.00 USD 20/09/2024 Call
 

Master data

WKN: PC71CR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 20/09/2024
Issue date: 09/04/2024
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 57.64
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.84
Historic volatility: 0.35
Parity: -2.55
Time value: 0.09
Break-even: 78.81
Moneyness: 0.67
Premium: 0.50
Premium p.a.: 21.12
Spread abs.: 0.08
Spread %: 810.00%
Delta: 0.13
Theta: -0.04
Omega: 7.44
Rho: 0.01
 

Quote data

Open: 0.011
High: 0.011
Low: 0.011
Previous Close: 0.034
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -81.36%
1 Month
  -96.56%
3 Months
  -95.93%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.072 0.011
1M High / 1M Low: 0.390 0.011
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.196
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   410.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -