BNP Paribas Call 110 AWK 20.09.2024
/ DE000PC6L8F1
BNP Paribas Call 110 AWK 20.09.20.../ DE000PC6L8F1 /
| 7/5/2024 9:50:32 PM |
Chg.+0.160 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.950EUR |
+8.94% |
1.950
Bid Size: 5,300 |
1.970
Ask Size: 5,300 |
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: |
6.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
1.66 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
1.66 |
| Time value: |
0.19 |
| Break-even: |
120.25 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
3.35% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
5.62 |
| Rho: |
0.18 |
Quote data
| Open: |
1.820 |
| High: |
1.950 |
| Low: |
1.730 |
| Previous Close: |
1.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.72% |
| 1 Month |
|
|
-7.14% |
| 3 Months |
|
|
+53.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.950 |
1.790 |
| 1M High / 1M Low: |
2.210 |
1.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.846 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.949 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
