BNP Paribas Call 110 AWK 17.01.2025
/ DE000PC5DQM2
BNP Paribas Call 110 AWK 17.01.20.../ DE000PC5DQM2 /
| 7/5/2024 9:50:26 PM |
Chg.+0.120 |
Bid9:59:26 PM |
Ask9:59:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.180EUR |
+5.83% |
2.190
Bid Size: 5,600 |
2.210
Ask Size: 5,600 |
American Water Works |
110.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PC5DQM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American Water Works |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
2/21/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.11 |
| Intrinsic value: |
1.85 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
1.85 |
| Time value: |
0.36 |
| Break-even: |
123.58 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.91% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
4.68 |
| Rho: |
0.43 |
Quote data
| Open: |
2.090 |
| High: |
2.180 |
| Low: |
2.040 |
| Previous Close: |
2.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.87% |
| 1 Month |
|
|
+0.93% |
| 3 Months |
|
|
+41.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.180 |
2.060 |
| 1M High / 1M Low: |
2.450 |
2.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.104 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.186 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
