BNP Paribas Call 90 WDC 21.03.202.../  DE000PC71C01  /

EUWAX
31/07/2024  08:37:22 Chg.-0.020 Bid13:45:53 Ask13:45:53 Underlying Strike price Expiration date Option type
0.290EUR -6.45% 0.300
Bid Size: 18,400
0.320
Ask Size: 18,400
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: 22.47
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.33
Parity: -2.48
Time value: 0.26
Break-even: 85.81
Moneyness: 0.70
Premium: 0.47
Premium p.a.: 0.83
Spread abs.: 0.01
Spread %: 4.00%
Delta: 0.24
Theta: -0.02
Omega: 5.41
Rho: 0.07
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.14%
1 Month
  -59.72%
3 Months
  -49.12%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.310
1M High / 1M Low: 0.810 0.310
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.400
Avg. volume 1W:   0.000
Avg. price 1M:   0.599
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   199.58%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -