BNP Paribas Call 100 WDC 16.01.20.../  DE000PC71C50  /

Frankfurt Zert./BNP
07/06/2024  21:50:21 Chg.-0.020 Bid21:58:20 Ask21:58:20 Underlying Strike price Expiration date Option type
0.860EUR -2.27% 0.870
Bid Size: 3,449
0.890
Ask Size: 3,371
Western Digital Corp... 100.00 USD 16/01/2026 Call
 

Master data

WKN: PC71C5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 16/01/2026
Issue date: 09/04/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.80
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.31
Parity: -2.32
Time value: 0.89
Break-even: 101.48
Moneyness: 0.75
Premium: 0.46
Premium p.a.: 0.27
Spread abs.: 0.02
Spread %: 2.30%
Delta: 0.43
Theta: -0.01
Omega: 3.38
Rho: 0.34
 

Quote data

Open: 0.870
High: 0.890
Low: 0.830
Previous Close: 0.880
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.61%
1 Month  
+10.26%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.790
1M High / 1M Low: 0.970 0.740
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.854
Avg. volume 1W:   0.000
Avg. price 1M:   0.832
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -