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

EUWAX
6/21/2024  8:37:13 AM Chg.-0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.950EUR -1.04% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 100.00 USD 1/16/2026 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: 1/16/2026
Issue date: 4/9/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.54
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.32
Parity: -2.27
Time value: 0.94
Break-even: 102.93
Moneyness: 0.76
Premium: 0.45
Premium p.a.: 0.27
Spread abs.: 0.02
Spread %: 2.17%
Delta: 0.44
Theta: -0.02
Omega: 3.33
Rho: 0.34
 

Quote data

Open: 0.950
High: 0.950
Low: 0.950
Previous Close: 0.960
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.22%
1 Month  
+14.46%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.110 0.950
1M High / 1M Low: 1.110 0.800
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.034
Avg. volume 1W:   670
Avg. price 1M:   0.925
Avg. volume 1M:   152.273
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -