BNP Paribas Call 110 AWK 20.09.2024
/ DE000PC6L8F1
BNP Paribas Call 110 AWK 20.09.20.../ DE000PC6L8F1 /
| 7/16/2024 6:05:25 PM |
Chg.+0.180 |
Bid6:12:43 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.690EUR |
+7.17% |
2.700
Bid Size: 9,600 |
-
Ask Size: - |
American Water Works |
110.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC6L8F |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American Water Works |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
3/14/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.48 |
| Intrinsic value: |
2.42 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
2.42 |
| Time value: |
0.07 |
| Break-even: |
125.83 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.98 |
| Theta: |
-0.01 |
| Omega: |
4.94 |
| Rho: |
0.18 |
Quote data
| Open: |
2.500 |
| High: |
2.710 |
| Low: |
2.460 |
| Previous Close: |
2.510 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.83% |
| 1 Month |
|
|
+35.18% |
| 3 Months |
|
|
+171.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.780 |
2.010 |
| 1M High / 1M Low: |
2.780 |
1.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.384 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.053 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
