BNP Paribas Call 75 WDC 17.01.2025
/ DE000PC6NKH2
BNP Paribas Call 75 WDC 17.01.202.../ DE000PC6NKH2 /
| 9/20/2024 9:50:30 PM |
Chg.+0.010 |
Bid9:57:46 PM |
Ask9:57:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+3.33% |
0.320
Bid Size: 23,200 |
0.330
Ask Size: 23,200 |
Western Digital Corp... |
75.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PC6NKH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
3/14/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.34 |
| Parity: |
-0.74 |
| Time value: |
0.33 |
| Break-even: |
70.48 |
| Moneyness: |
0.89 |
| Premium: |
0.18 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.01 |
| Spread %: |
3.13% |
| Delta: |
0.38 |
| Theta: |
-0.02 |
| Omega: |
6.81 |
| Rho: |
0.06 |
Quote data
| Open: |
0.290 |
| High: |
0.310 |
| Low: |
0.280 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.90% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-69.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.250 |
| 1M High / 1M Low: |
0.350 |
0.200 |
| 6M High / 6M Low: |
1.360 |
0.200 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.286 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.274 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.766 |
| Avg. volume 6M: |
|
8.125 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.96% |
| Volatility 6M: |
|
191.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
