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

Frankfurt Zert./BNP
25/09/2024  21:50:29 Chg.-0.010 Bid25/09/2024 Ask25/09/2024 Underlying Strike price Expiration date Option type
0.370EUR -2.63% 0.370
Bid Size: 13,600
0.380
Ask Size: 13,600
Western Digital Corp... 100.00 USD 19/12/2025 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: 19/12/2025
Issue date: 09/04/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.63
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.33
Parity: -3.00
Time value: 0.38
Break-even: 93.16
Moneyness: 0.66
Premium: 0.57
Premium p.a.: 0.44
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.28
Theta: -0.01
Omega: 4.39
Rho: 0.16
 

Quote data

Open: 0.370
High: 0.370
Low: 0.360
Previous Close: 0.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.82%
1 Month     0.00%
3 Months
  -60.22%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.340
1M High / 1M Low: 0.400 0.290
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.368
Avg. volume 1W:   0.000
Avg. price 1M:   0.346
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -