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

Frankfurt Zert./BNP
6/14/2024  9:50:22 PM Chg.-0.070 Bid9:54:38 PM Ask9:54:38 PM Underlying Strike price Expiration date Option type
0.990EUR -6.60% 0.990
Bid Size: 3,031
1.010
Ask Size: 2,971
Western Digital Corp... 100.00 USD 12/19/2025 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: 12/19/2025
Issue date: 4/9/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.23
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.31
Parity: -2.04
Time value: 1.01
Break-even: 103.52
Moneyness: 0.78
Premium: 0.42
Premium p.a.: 0.26
Spread abs.: 0.02
Spread %: 2.02%
Delta: 0.46
Theta: -0.02
Omega: 3.32
Rho: 0.35
 

Quote data

Open: 1.050
High: 1.060
Low: 0.950
Previous Close: 1.060
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.79%
1 Month  
+39.44%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.060 0.890
1M High / 1M Low: 1.060 0.710
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.970
Avg. volume 1W:   0.000
Avg. price 1M:   0.847
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -