BNP Paribas Call 90 WDC 17.01.2025
/ DE000PC71CV2
BNP Paribas Call 90 WDC 17.01.202.../ DE000PC71CV2 /
| 11/10/2024 21:50:26 |
Chg.+0.001 |
Bid21:59:42 |
Ask21:59:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.056EUR |
+1.82% |
0.058
Bid Size: 50,000 |
0.091
Ask Size: 50,000 |
Western Digital Corp... |
90.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PC71CV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 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: |
65.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.35 |
| Parity: |
-2.30 |
| Time value: |
0.09 |
| Break-even: |
83.21 |
| Moneyness: |
0.72 |
| Premium: |
0.40 |
| Premium p.a.: |
2.57 |
| Spread abs.: |
0.03 |
| Spread %: |
56.90% |
| Delta: |
0.13 |
| Theta: |
-0.02 |
| Omega: |
8.63 |
| Rho: |
0.02 |
Quote data
| Open: |
0.053 |
| High: |
0.062 |
| Low: |
0.051 |
| Previous Close: |
0.055 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.29% |
| 1 Month |
|
|
-24.32% |
| 3 Months |
|
|
-90.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.076 |
0.055 |
| 1M High / 1M Low: |
0.120 |
0.055 |
| 6M High / 6M Low: |
0.740 |
0.055 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.064 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.076 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.326 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
305.80% |
| Volatility 6M: |
|
235.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
