BNP Paribas Call 85 WDC 21.03.202.../  DE000PC71C19  /

EUWAX
2024-05-17  8:38:55 AM Chg.-0.100 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
0.750EUR -11.76% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 85.00 USD 2025-03-21 Call
 

Master data

WKN: PC71C1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 85.00 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: 8.85
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.31
Parity: -1.00
Time value: 0.77
Break-even: 85.91
Moneyness: 0.87
Premium: 0.26
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 1.32%
Delta: 0.47
Theta: -0.02
Omega: 4.16
Rho: 0.21
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.850
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.63%
1 Month
  -9.64%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.660
1M High / 1M Low: 0.850 0.630
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.738
Avg. volume 1W:   0.000
Avg. price 1M:   0.719
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   177.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -