BNP Paribas Call 70 WDC 21.06.2024
/ DE000PC6NJ98
BNP Paribas Call 70 WDC 21.06.202.../ DE000PC6NJ98 /
| 2024-06-03 2:21:14 PM |
Chg.+0.060 |
Bid2:28:02 PM |
Ask2:28:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+10.53% |
0.640
Bid Size: 4,800 |
0.660
Ask Size: 4,800 |
Western Digital Corp... |
70.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC6NJ9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.31 |
| Parity: |
0.49 |
| Time value: |
0.10 |
| Break-even: |
70.40 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
1.72% |
| Delta: |
0.78 |
| Theta: |
-0.06 |
| Omega: |
9.23 |
| Rho: |
0.02 |
Quote data
| Open: |
0.580 |
| High: |
0.630 |
| Low: |
0.580 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.55% |
| 1 Month |
|
|
+53.66% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.550 |
| 1M High / 1M Low: |
0.760 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.622 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.518 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
278.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
