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

EUWAX
6/21/2024  8:38:51 AM Chg.-0.110 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.370EUR -22.92% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 100.00 USD 1/17/2025 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: 1/17/2025
Issue date: 4/17/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.25
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.32
Parity: -2.27
Time value: 0.35
Break-even: 97.03
Moneyness: 0.76
Premium: 0.37
Premium p.a.: 0.73
Spread abs.: 0.01
Spread %: 2.94%
Delta: 0.28
Theta: -0.02
Omega: 5.63
Rho: 0.09
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.91%
1 Month  
+15.63%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.370
1M High / 1M Low: 0.480 0.290
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.440
Avg. volume 1W:   0.000
Avg. price 1M:   0.361
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   198.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -