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

Frankfurt Zert./BNP
2024-06-07  9:50:22 PM Chg.-0.020 Bid9:56:42 PM Ask9:56:42 PM Underlying Strike price Expiration date Option type
0.830EUR -2.35% 0.830
Bid Size: 3,615
0.850
Ask Size: 3,530
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: 8.03
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.31
Parity: -2.27
Time value: 0.86
Break-even: 100.41
Moneyness: 0.75
Premium: 0.45
Premium p.a.: 0.28
Spread abs.: 0.02
Spread %: 2.38%
Delta: 0.43
Theta: -0.01
Omega: 3.45
Rho: 0.32
 

Quote data

Open: 0.840
High: 0.850
Low: 0.790
Previous Close: 0.850
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.22%
1 Month  
+6.41%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.760
1M High / 1M Low: 0.940 0.710
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.822
Avg. volume 1W:   0.000
Avg. price 1M:   0.797
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -