BNP Paribas Call 100 WDC 19.12.20.../  DE000PC71C43  /

Frankfurt Zert./BNP
2024-06-21  9:50:33 PM Chg.-0.050 Bid9:58:50 PM Ask9:58:50 PM Underlying Strike price Expiration date Option type
0.890EUR -5.32% 0.910
Bid Size: 8,800
0.920
Ask Size: 8,800
Western Digital Corp... 100.00 USD 2025-12-19 Call
 

Master data

WKN: PC71C4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 2025-12-19
Issue date: 2024-04-09
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.70
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.32
Parity: -2.27
Time value: 0.92
Break-even: 102.73
Moneyness: 0.76
Premium: 0.45
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 1.10%
Delta: 0.44
Theta: -0.02
Omega: 3.37
Rho: 0.33
 

Quote data

Open: 0.940
High: 0.950
Low: 0.890
Previous Close: 0.940
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.10%
1 Month  
+20.27%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.100 0.890
1M High / 1M Low: 1.100 0.740
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.897
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.67%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -