BNP Paribas Call 75 WDC 21.03.2025
/ DE000PC71C27
BNP Paribas Call 75 WDC 21.03.202.../ DE000PC71C27 /
| 2024-06-03 2:21:15 PM |
Chg.+0.060 |
Bid2:40:09 PM |
Ask2:40:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.240EUR |
+5.08% |
1.250
Bid Size: 4,200 |
1.270
Ask Size: 4,200 |
Western Digital Corp... |
75.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
PC71C2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.31 |
| Parity: |
0.03 |
| Time value: |
1.18 |
| Break-even: |
81.21 |
| Moneyness: |
1.00 |
| Premium: |
0.17 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
3.51 |
| Rho: |
0.24 |
Quote data
| Open: |
1.200 |
| High: |
1.240 |
| Low: |
1.200 |
| Previous Close: |
1.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.90% |
| 1 Month |
|
|
+22.77% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.340 |
1.160 |
| 1M High / 1M Low: |
1.340 |
0.980 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.226 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.114 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
