BNP Paribas Call 90 WDC 17.01.2025
/ DE000PC71CV2
BNP Paribas Call 90 WDC 17.01.202.../ DE000PC71CV2 /
9/5/2024 12:50:35 PM |
Chg.-0.013 |
Bid9/5/2024 |
Ask9/5/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.063EUR |
-17.11% |
0.063 Bid Size: 41,000 |
0.100 Ask Size: 41,000 |
Western Digital Corp... |
90.00 USD |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
4/9/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
62.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.34 |
Parity: |
-2.44 |
Time value: |
0.09 |
Break-even: |
82.14 |
Moneyness: |
0.70 |
Premium: |
0.45 |
Premium p.a.: |
1.73 |
Spread abs.: |
0.02 |
Spread %: |
21.33% |
Delta: |
0.13 |
Theta: |
-0.01 |
Omega: |
8.17 |
Rho: |
0.02 |
Quote data
Open: |
0.062 |
High: |
0.064 |
Low: |
0.062 |
Previous Close: |
0.076 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-12.50% |
1 Month |
|
|
-25.88% |
3 Months |
|
|
-88.75% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.100 |
0.072 |
1M High / 1M Low: |
0.100 |
0.066 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.083 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.083 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
209.78% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |