BNP Paribas Call 100 WDC 17.01.20.../  DE000PC8GVS6  /

EUWAX
2024-06-18  8:40:47 AM Chg.+0.070 Bid7:01:53 PM Ask7:01:53 PM Underlying Strike price Expiration date Option type
0.470EUR +17.50% 0.480
Bid Size: 9,000
0.490
Ask Size: 9,000
Western Digital Corp... 100.00 USD 2025-01-17 Call
 

Master data

WKN: PC8GVS
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 2025-01-17
Issue date: 2024-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.82
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.31
Parity: -1.88
Time value: 0.47
Break-even: 97.81
Moneyness: 0.80
Premium: 0.32
Premium p.a.: 0.60
Spread abs.: 0.01
Spread %: 2.17%
Delta: 0.33
Theta: -0.02
Omega: 5.28
Rho: 0.12
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.29%
1 Month  
+56.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.340
1M High / 1M Low: 0.440 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.392
Avg. volume 1W:   0.000
Avg. price 1M:   0.332
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -