BNP Paribas Call 90 WDC 20.12.202.../  DE000PC71CT6  /

EUWAX
2024-06-18  8:39:09 AM Chg.+0.080 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.650EUR +14.04% -
Bid Size: -
-
Ask Size: -
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: 11.44
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.31
Parity: -0.94
Time value: 0.65
Break-even: 90.30
Moneyness: 0.89
Premium: 0.21
Premium p.a.: 0.47
Spread abs.: 0.01
Spread %: 1.56%
Delta: 0.44
Theta: -0.03
Omega: 5.01
Rho: 0.13
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.570
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.45%
1 Month  
+51.16%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.490
1M High / 1M Low: 0.620 0.380
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.560
Avg. volume 1W:   0.000
Avg. price 1M:   0.472
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   171.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -