BNP Paribas Call 75 WDC 17.01.202.../  DE000PC6NKH2  /

Frankfurt Zert./BNP
2024-05-27  9:20:48 AM Chg.-0.010 Bid2024-05-27 Ask2024-05-27 Underlying Strike price Expiration date Option type
1.010EUR -0.98% 1.010
Bid Size: 2,971
1.040
Ask Size: 2,885
Western Digital Corp... 75.00 USD 2025-01-17 Call
 

Master data

WKN: PC6NKH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 75.00 USD
Maturity: 2025-01-17
Issue date: 2024-03-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.76
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.31
Parity: -0.02
Time value: 1.02
Break-even: 79.35
Moneyness: 1.00
Premium: 0.15
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 0.99%
Delta: 0.59
Theta: -0.02
Omega: 4.01
Rho: 0.20
 

Quote data

Open: 1.010
High: 1.010
Low: 1.010
Previous Close: 1.020
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+9.78%
1 Month  
+5.21%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.020 0.920
1M High / 1M Low: 1.070 0.820
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.964
Avg. volume 1W:   0.000
Avg. price 1M:   0.926
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.44%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -