BNP Paribas Call 85 WDC 20.12.202.../  DE000PC71CU4  /

EUWAX
2024-06-14  8:38:44 AM Chg.+0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.780EUR +1.30% -
Bid Size: -
-
Ask Size: -
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: 10.00
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.31
Parity: -0.64
Time value: 0.73
Break-even: 86.70
Moneyness: 0.92
Premium: 0.19
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 1.39%
Delta: 0.48
Theta: -0.03
Omega: 4.81
Rho: 0.14
 

Quote data

Open: 0.780
High: 0.780
Low: 0.780
Previous Close: 0.770
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.48%
1 Month  
+36.84%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.560
1M High / 1M Low: 0.780 0.490
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.678
Avg. volume 1W:   0.000
Avg. price 1M:   0.600
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   168.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -