BNP Paribas Call 90 WDC 20.12.2024
/ DE000PC71CT6
BNP Paribas Call 90 WDC 20.12.202.../ DE000PC71CT6 /
2024-09-20 9:50:45 PM |
Chg.+0.002 |
Bid9:59:25 PM |
Ask9:59:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.048EUR |
+4.35% |
0.051 Bid Size: 50,000 |
0.091 Ask Size: 50,000 |
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: |
65.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.34 |
Parity: |
-2.08 |
Time value: |
0.09 |
Break-even: |
81.53 |
Moneyness: |
0.74 |
Premium: |
0.36 |
Premium p.a.: |
2.52 |
Spread abs.: |
0.04 |
Spread %: |
75.00% |
Delta: |
0.14 |
Theta: |
-0.02 |
Omega: |
9.07 |
Rho: |
0.02 |
Quote data
Open: |
0.044 |
High: |
0.048 |
Low: |
0.042 |
Previous Close: |
0.046 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-27.27% |
3 Months |
|
|
-89.57% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.051 |
0.039 |
1M High / 1M Low: |
0.071 |
0.039 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.045 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.050 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
240.42% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |