BNP Paribas Call 120 AWK 17.01.20.../  DE000PC1LXU3  /

EUWAX
2024-07-05  9:13:11 AM Chg.+0.01 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.38EUR +0.73% -
Bid Size: -
-
Ask Size: -
American Water Works 120.00 USD 2025-01-17 Call
 

Master data

WKN: PC1LXU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: American Water Works
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2025-01-17
Issue date: 2023-12-11
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.10
Leverage: Yes

Calculated values

Fair value: 1.37
Intrinsic value: 0.92
Implied volatility: 0.24
Historic volatility: 0.20
Parity: 0.92
Time value: 0.56
Break-even: 125.51
Moneyness: 1.08
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 1.37%
Delta: 0.75
Theta: -0.02
Omega: 6.05
Rho: 0.40
 

Quote data

Open: 1.38
High: 1.38
Low: 1.38
Previous Close: 1.37
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.83%
1 Month
  -12.66%
3 Months  
+23.21%
YTD
  -33.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.45 1.36
1M High / 1M Low: 1.69 1.36
6M High / 6M Low: 2.11 0.76
High (YTD): 2024-01-10 2.11
Low (YTD): 2024-04-17 0.76
52W High: - -
52W Low: - -
Avg. price 1W:   1.39
Avg. volume 1W:   0.00
Avg. price 1M:   1.47
Avg. volume 1M:   0.00
Avg. price 6M:   1.35
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.13%
Volatility 6M:   121.96%
Volatility 1Y:   -
Volatility 3Y:   -