BNP Paribas Call 75 WDC 21.06.2024
/ DE000PC6NJ80
BNP Paribas Call 75 WDC 21.06.202.../ DE000PC6NJ80 /
| 2024-06-14 8:30:05 AM |
Chg.-0.020 |
Bid8:12:50 PM |
Ask8:12:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-4.17% |
0.340
Bid Size: 8,824 |
0.350
Ask Size: 8,572 |
Western Digital Corp... |
75.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC6NJ8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.31 |
| Parity: |
0.43 |
| Time value: |
0.05 |
| Break-even: |
74.65 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.01 |
| Spread %: |
2.13% |
| Delta: |
0.82 |
| Theta: |
-0.10 |
| Omega: |
12.72 |
| Rho: |
0.01 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+109.09% |
| 1 Month |
|
|
+170.59% |
| 3 Months |
|
|
+253.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.190 |
| 1M High / 1M Low: |
0.480 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.290 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.268 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
557.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
