BNP Paribas Call 100 WDC 19.12.20.../  DE000PC71C43  /

EUWAX
2024-05-24  8:37:31 AM Chg.-0.010 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
0.790EUR -1.25% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 100.00 USD 2025-12-19 Call
 

Master data

WKN: PC71C4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 2025-12-19
Issue date: 2024-04-09
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.31
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.31
Parity: -2.32
Time value: 0.83
Break-even: 100.49
Moneyness: 0.75
Premium: 0.46
Premium p.a.: 0.27
Spread abs.: 0.02
Spread %: 2.47%
Delta: 0.42
Theta: -0.01
Omega: 3.51
Rho: 0.33
 

Quote data

Open: 0.790
High: 0.790
Low: 0.790
Previous Close: 0.800
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.60%
1 Month  
+11.27%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.710
1M High / 1M Low: 0.840 0.710
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.762
Avg. volume 1W:   0.000
Avg. price 1M:   0.763
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -