BNP Paribas Call 120 AWC 20.09.2024
/ DE000PC39XN2
BNP Paribas Call 120 AWC 20.09.20.../ DE000PC39XN2 /
| 8/2/2024 8:19:01 AM |
Chg.- |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.25EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMERICAN WATER WKS D... |
120.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
PC39XN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AMERICAN WATER WKS DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
8/5/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
1.18 |
| Historic volatility: |
0.20 |
| Parity: |
1.03 |
| Time value: |
1.52 |
| Break-even: |
145.50 |
| Moneyness: |
1.09 |
| Premium: |
0.12 |
| Premium p.a.: |
1.66 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.66 |
| Theta: |
-0.24 |
| Omega: |
3.38 |
| Rho: |
0.07 |
Quote data
| Open: |
2.25 |
| High: |
2.25 |
| Low: |
2.25 |
| Previous Close: |
2.13 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+90.68% |
| 3 Months |
|
|
+38.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.25 |
1.18 |
| 6M High / 6M Low: |
2.25 |
0.48 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.98% |
| Volatility 6M: |
|
161.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
