BNP Paribas Call 75 WDC 17.01.202.../  DE000PC6NKH2  /

Frankfurt Zert./BNP
26/09/2024  21:50:27 Chg.+0.130 Bid26/09/2024 Ask26/09/2024 Underlying Strike price Expiration date Option type
0.420EUR +44.83% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 75.00 USD 17/01/2025 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: 17/01/2025
Issue date: 14/03/2024
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.77
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.34
Parity: -0.81
Time value: 0.30
Break-even: 70.39
Moneyness: 0.88
Premium: 0.19
Premium p.a.: 0.74
Spread abs.: 0.01
Spread %: 3.45%
Delta: 0.35
Theta: -0.02
Omega: 7.02
Rho: 0.06
 

Quote data

Open: 0.440
High: 0.480
Low: 0.380
Previous Close: 0.290
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+35.48%
1 Month  
+61.54%
3 Months
  -60.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.290
1M High / 1M Low: 0.420 0.200
6M High / 6M Low: 1.360 0.200
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.328
Avg. volume 1W:   0.000
Avg. price 1M:   0.282
Avg. volume 1M:   0.000
Avg. price 6M:   0.755
Avg. volume 6M:   8.062
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   260.73%
Volatility 6M:   197.63%
Volatility 1Y:   -
Volatility 3Y:   -