BNP Paribas Call 85 WDC 21.06.202.../  DE000PC71CN9  /

EUWAX
2024-05-17  8:38:55 AM Chg.-0.033 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
0.045EUR -42.31% -
Bid Size: -
-
Ask Size: -
Western Digital Corp... 85.00 USD 2024-06-21 Call
 

Master data

WKN: PC71CN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 2024-06-21
Issue date: 2024-04-09
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 111.78
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.31
Parity: -1.00
Time value: 0.06
Break-even: 78.82
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 3.54
Spread abs.: 0.01
Spread %: 19.61%
Delta: 0.15
Theta: -0.03
Omega: 16.75
Rho: 0.01
 

Quote data

Open: 0.045
High: 0.045
Low: 0.045
Previous Close: 0.078
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.38%
1 Month
  -70.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.078 0.026
1M High / 1M Low: 0.160 0.026
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.047
Avg. volume 1W:   0.000
Avg. price 1M:   0.070
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   621.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -