BNP Paribas Call 90 WDC 17.01.2025
/ DE000PC71CV2
BNP Paribas Call 90 WDC 17.01.202.../ DE000PC71CV2 /
| 16/08/2024 08:20:47 |
Chg.+0.010 |
Bid08:25:12 |
Ask08:25:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
+11.11% |
0.100
Bid Size: 19,350 |
0.120
Ask Size: 19,350 |
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: |
61.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.34 |
| Parity: |
-2.59 |
| Time value: |
0.09 |
| Break-even: |
82.64 |
| Moneyness: |
0.68 |
| Premium: |
0.48 |
| Premium p.a.: |
1.52 |
| Spread abs.: |
0.02 |
| Spread %: |
21.33% |
| Delta: |
0.13 |
| Theta: |
-0.01 |
| Omega: |
7.88 |
| Rho: |
0.03 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.58% |
| 1 Month |
|
|
-80.39% |
| 3 Months |
|
|
-80.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.075 |
| 1M High / 1M Low: |
0.510 |
0.066 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.192 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
376.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
