BNP Paribas Call 110 AWK 20.12.2024
/ DE000PC5DQL4
BNP Paribas Call 110 AWK 20.12.20.../ DE000PC5DQL4 /
| 09/10/2024 08:37:33 |
Chg.-0.03 |
Bid11:30:22 |
Ask11:30:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.56EUR |
-1.16% |
2.59
Bid Size: 4,900 |
-
Ask Size: - |
American Water Works |
110.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC5DQL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American Water Works |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
21/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.56 |
| Intrinsic value: |
2.50 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
2.50 |
| Time value: |
0.09 |
| Break-even: |
126.12 |
| Moneyness: |
1.25 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.96 |
| Theta: |
-0.02 |
| Omega: |
4.64 |
| Rho: |
0.19 |
Quote data
| Open: |
2.56 |
| High: |
2.56 |
| Low: |
2.56 |
| Previous Close: |
2.59 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.71% |
| 1 Month |
|
|
-20.50% |
| 3 Months |
|
|
+17.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.33 |
2.59 |
| 1M High / 1M Low: |
3.70 |
2.59 |
| 6M High / 6M Low: |
3.70 |
1.19 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.07% |
| Volatility 6M: |
|
89.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
