BNP Paribas Call 90 WDC 17.01.2025
/ DE000PC71CV2
BNP Paribas Call 90 WDC 17.01.202.../ DE000PC71CV2 /
| 2024-09-24 8:39:23 AM |
Chg.-0.004 |
Bid9:43:04 PM |
Ask9:43:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
-5.06% |
0.074
Bid Size: 95,200 |
0.091
Ask Size: 95,200 |
Western Digital Corp... |
90.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC71CV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
65.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.34 |
| Parity: |
-2.13 |
| Time value: |
0.09 |
| Break-even: |
81.91 |
| Moneyness: |
0.74 |
| Premium: |
0.37 |
| Premium p.a.: |
1.73 |
| Spread abs.: |
0.02 |
| Spread %: |
22.97% |
| Delta: |
0.14 |
| Theta: |
-0.01 |
| Omega: |
8.99 |
| Rho: |
0.02 |
Quote data
| Open: |
0.075 |
| High: |
0.075 |
| Low: |
0.075 |
| Previous Close: |
0.079 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.19% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
-86.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.079 |
0.064 |
| 1M High / 1M Low: |
0.090 |
0.043 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.073 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.069 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
