BNP Paribas Call 110 AWK 20.12.2024
/ DE000PC5DQL4
BNP Paribas Call 110 AWK 20.12.20.../ DE000PC5DQL4 /
| 16/07/2024 09:20:50 |
Chg.-0.020 |
Bid09:36:53 |
Ask09:36:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.660EUR |
-0.75% |
2.660
Bid Size: 2,550 |
2.690
Ask Size: 2,550 |
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: |
4.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.84 |
| Intrinsic value: |
2.67 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.20 |
| Parity: |
2.67 |
| Time value: |
0.37 |
| Break-even: |
131.45 |
| Moneyness: |
1.26 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.14 |
| Spread %: |
4.83% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
3.68 |
| Rho: |
0.35 |
Quote data
| Open: |
2.660 |
| High: |
2.660 |
| Low: |
2.660 |
| Previous Close: |
2.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.02% |
| 1 Month |
|
|
+22.58% |
| 3 Months |
|
|
+119.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.940 |
2.180 |
| 1M High / 1M Low: |
2.940 |
1.990 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.548 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.234 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
