BNP Paribas Call 90 WDC 17.01.202.../  DE000PC71CV2  /

Frankfurt Zert./BNP
05/07/2024  21:50:28 Chg.-0.030 Bid21:56:14 Ask21:56:14 Underlying Strike price Expiration date Option type
0.530EUR -5.36% 0.530
Bid Size: 14,500
0.540
Ask Size: 14,500
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: 13.18
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.31
Parity: -1.18
Time value: 0.54
Break-even: 88.43
Moneyness: 0.86
Premium: 0.24
Premium p.a.: 0.50
Spread abs.: 0.01
Spread %: 1.89%
Delta: 0.40
Theta: -0.02
Omega: 5.23
Rho: 0.12
 

Quote data

Open: 0.570
High: 0.580
Low: 0.530
Previous Close: 0.560
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.92%
1 Month  
+6.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.520
1M High / 1M Low: 0.740 0.500
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.546
Avg. volume 1W:   0.000
Avg. price 1M:   0.583
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -