BNP Paribas Call 85 WDC 20.12.2024
/ DE000PC71CU4
BNP Paribas Call 85 WDC 20.12.202.../ DE000PC71CU4 /
| 05/09/2024 16:05:21 |
Chg.-0.002 |
Bid16:07:28 |
Ask16:07:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.082EUR |
-2.38% |
0.084
Bid Size: 81,600 |
0.094
Ask Size: 81,600 |
Western Digital Corp... |
85.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC71CU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
09/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
61.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.34 |
| Parity: |
-1.99 |
| Time value: |
0.09 |
| Break-even: |
77.64 |
| Moneyness: |
0.74 |
| Premium: |
0.37 |
| Premium p.a.: |
1.93 |
| Spread abs.: |
0.01 |
| Spread %: |
12.05% |
| Delta: |
0.14 |
| Theta: |
-0.02 |
| Omega: |
8.82 |
| Rho: |
0.02 |
Quote data
| Open: |
0.070 |
| High: |
0.082 |
| Low: |
0.068 |
| Previous Close: |
0.084 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.50% |
| 1 Month |
|
|
-13.68% |
| 3 Months |
|
|
-87.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.080 |
| 1M High / 1M Low: |
0.120 |
0.072 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.096 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.094 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
