BNP Paribas Call 90 WDC 21.03.2025
/ DE000PC71C01
BNP Paribas Call 90 WDC 21.03.202.../ DE000PC71C01 /
30/07/2024 21:50:31 |
Chg.-0.070 |
Bid21:56:33 |
Ask21:56:33 |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
-21.88% |
0.250 Bid Size: 18,100 |
0.260 Ask Size: 18,100 |
Western Digital Corp... |
90.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
PC71C0 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Western Digital Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
09/04/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
19.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.33 |
Parity: |
-2.18 |
Time value: |
0.32 |
Break-even: |
86.39 |
Moneyness: |
0.74 |
Premium: |
0.41 |
Premium p.a.: |
0.70 |
Spread abs.: |
0.01 |
Spread %: |
3.23% |
Delta: |
0.28 |
Theta: |
-0.02 |
Omega: |
5.32 |
Rho: |
0.09 |
Quote data
Open: |
0.310 |
High: |
0.320 |
Low: |
0.250 |
Previous Close: |
0.320 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-47.92% |
1 Month |
|
|
-62.69% |
3 Months |
|
|
-60.32% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.480 |
0.250 |
1M High / 1M Low: |
0.810 |
0.250 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.350 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.580 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
197.53% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |