BNP Paribas Call 100 WDC 20.06.20.../  DE000PC71C35  /

EUWAX
07/06/2024  08:38:36 Chg.-0.050 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.600EUR -7.69% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 100.00 USD 20/06/2025 Call
 

Master data

WKN: PC71C3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 20/06/2025
Issue date: 09/04/2024
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.57
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.31
Parity: -2.32
Time value: 0.60
Break-even: 98.58
Moneyness: 0.75
Premium: 0.42
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 1.69%
Delta: 0.36
Theta: -0.02
Omega: 4.19
Rho: 0.20
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.650
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.45%
1 Month  
+15.38%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.560
1M High / 1M Low: 0.670 0.480
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.602
Avg. volume 1W:   0.000
Avg. price 1M:   0.564
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -