BNP Paribas Call 90 WDC 20.12.2024
/ DE000PC71CT6
BNP Paribas Call 90 WDC 20.12.202.../ DE000PC71CT6 /
| 2024-06-14 9:50:30 PM |
Chg.-0.060 |
Bid9:54:41 PM |
Ask9:54:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-9.52% |
0.570
Bid Size: 5,264 |
0.580
Ask Size: 5,173 |
Western Digital Corp... |
90.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC71CT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 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: |
12.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.31 |
| Parity: |
-1.11 |
| Time value: |
0.58 |
| Break-even: |
89.87 |
| Moneyness: |
0.87 |
| Premium: |
0.23 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.01 |
| Spread %: |
1.75% |
| Delta: |
0.41 |
| Theta: |
-0.03 |
| Omega: |
5.17 |
| Rho: |
0.12 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.540 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.55% |
| 1 Month |
|
|
+26.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.490 |
| 1M High / 1M Low: |
0.630 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.556 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.475 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
