BNP Paribas Call 85 WDC 20.12.202.../  DE000PC71CU4  /

EUWAX
06/08/2024  10:07:05 Chg.+0.025 Bid12:07:10 Ask12:07:10 Underlying Strike price Expiration date Option type
0.110EUR +29.41% 0.095
Bid Size: 38,400
0.130
Ask Size: 38,400
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: 54.78
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.35
Parity: -2.56
Time value: 0.10
Break-even: 78.57
Moneyness: 0.67
Premium: 0.51
Premium p.a.: 2.02
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.13
Theta: -0.01
Omega: 7.35
Rho: 0.02
 

Quote data

Open: 0.120
High: 0.120
Low: 0.110
Previous Close: 0.085
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -83.08%
3 Months
  -78.85%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.085
1M High / 1M Low: 0.720 0.085
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.159
Avg. volume 1W:   0.000
Avg. price 1M:   0.413
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   271.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -