BNP Paribas Call 75 WDC 20.09.2024
/ DE000PC6NKC3
BNP Paribas Call 75 WDC 20.09.202.../ DE000PC6NKC3 /
2024-06-03 8:28:32 AM |
Chg.+0.060 |
Bid3:27:06 PM |
Ask3:27:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
+9.68% |
0.690 Bid Size: 6,300 |
0.710 Ask Size: 6,300 |
Western Digital Corp... |
75.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
PC6NKC |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Western Digital Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-03-14 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.51 |
Intrinsic value: |
0.03 |
Implied volatility: |
0.43 |
Historic volatility: |
0.31 |
Parity: |
0.03 |
Time value: |
0.66 |
Break-even: |
76.01 |
Moneyness: |
1.00 |
Premium: |
0.10 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.01 |
Spread %: |
1.47% |
Delta: |
0.57 |
Theta: |
-0.03 |
Omega: |
5.75 |
Rho: |
0.10 |
Quote data
Open: |
0.680 |
High: |
0.680 |
Low: |
0.680 |
Previous Close: |
0.620 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.62% |
1 Month |
|
|
+28.30% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.780 |
0.620 |
1M High / 1M Low: |
0.780 |
0.510 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.684 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.617 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
183.16% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |