BNP Paribas Call 120 AWK 17.01.2025
/ DE000PC1LXU3
BNP Paribas Call 120 AWK 17.01.20.../ DE000PC1LXU3 /
| 2024-08-16 9:21:50 AM |
Chg.0.00 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.38EUR |
0.00% |
-
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: |
5.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.12 |
| Intrinsic value: |
1.90 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
1.90 |
| Time value: |
0.39 |
| Break-even: |
131.72 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.88% |
| Delta: |
0.84 |
| Theta: |
-0.03 |
| Omega: |
4.70 |
| Rho: |
0.36 |
Quote data
| Open: |
2.38 |
| High: |
2.38 |
| Low: |
2.38 |
| Previous Close: |
2.38 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.81% |
| 1 Month |
|
|
+11.74% |
| 3 Months |
|
|
+25.93% |
| YTD |
|
|
+14.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.43 |
2.34 |
| 1M High / 1M Low: |
2.61 |
2.13 |
| 6M High / 6M Low: |
2.61 |
0.76 |
| High (YTD): |
2024-08-09 |
2.61 |
| Low (YTD): |
2024-04-17 |
0.76 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.21% |
| Volatility 6M: |
|
121.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
