BNP Paribas Call 85 WDC 20.12.2024
/ DE000PC71CU4
BNP Paribas Call 85 WDC 20.12.202.../ DE000PC71CU4 /
| 2024-09-25 9:50:37 AM |
Chg.-0.006 |
Bid9:55:05 AM |
Ask9:55:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.076EUR |
-7.32% |
0.075
Bid Size: 10,775 |
0.095
Ask Size: 10,775 |
Western Digital Corp... |
85.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC71CU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
65.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.33 |
| Parity: |
-1.66 |
| Time value: |
0.09 |
| Break-even: |
76.86 |
| Moneyness: |
0.78 |
| Premium: |
0.29 |
| Premium p.a.: |
1.99 |
| Spread abs.: |
0.01 |
| Spread %: |
15.19% |
| Delta: |
0.15 |
| Theta: |
-0.02 |
| Omega: |
9.98 |
| Rho: |
0.02 |
Quote data
| Open: |
0.074 |
| High: |
0.076 |
| Low: |
0.074 |
| Previous Close: |
0.082 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.43% |
| 1 Month |
|
|
-24.00% |
| 3 Months |
|
|
-88.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.083 |
0.067 |
| 1M High / 1M Low: |
0.120 |
0.062 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.079 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.080 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
253.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
