BNP Paribas Call 110 AWC 20.09.2024
/ DE000PC6L8F1
BNP Paribas Call 110 AWC 20.09.20.../ DE000PC6L8F1 /
7/23/2024 9:50:26 PM |
Chg.-0.110 |
Bid9:59:53 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.880EUR |
-3.68% |
- Bid Size: - |
- Ask Size: - |
AMERICAN WATER WKS D... |
110.00 - |
9/20/2024 |
Call |
Master data
WKN: |
PC6L8F |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
AMERICAN WATER WKS DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 - |
Maturity: |
9/20/2024 |
Issue date: |
3/14/2024 |
Last trading day: |
7/24/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.98 |
Intrinsic value: |
1.94 |
Implied volatility: |
1.21 |
Historic volatility: |
0.20 |
Parity: |
1.94 |
Time value: |
1.00 |
Break-even: |
139.40 |
Moneyness: |
1.18 |
Premium: |
0.08 |
Premium p.a.: |
1.17 |
Spread abs.: |
0.09 |
Spread %: |
3.16% |
Delta: |
0.74 |
Theta: |
-0.23 |
Omega: |
3.24 |
Rho: |
0.06 |
Quote data
Open: |
2.940 |
High: |
3.060 |
Low: |
2.870 |
Previous Close: |
2.990 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-5.57% |
3 Months |
|
|
+20.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
3.050 |
2.880 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
2.972 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
32.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |