BNP Paribas Call 120 AWK 17.01.2025
/ DE000PC1LXU3
BNP Paribas Call 120 AWK 17.01.20.../ DE000PC1LXU3 /
10/18/2024 9:19:34 AM |
Chg.-0.13 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.11EUR |
-5.80% |
- Bid Size: - |
- Ask Size: - |
American Water Works |
120.00 USD |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
12/11/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.12 |
Intrinsic value: |
2.02 |
Implied volatility: |
0.26 |
Historic volatility: |
0.19 |
Parity: |
2.02 |
Time value: |
0.15 |
Break-even: |
132.12 |
Moneyness: |
1.18 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
0.93% |
Delta: |
0.92 |
Theta: |
-0.02 |
Omega: |
5.55 |
Rho: |
0.24 |
Quote data
Open: |
2.11 |
High: |
2.11 |
Low: |
2.11 |
Previous Close: |
2.24 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.05% |
1 Month |
|
|
-24.10% |
3 Months |
|
|
-9.44% |
YTD |
|
|
+1.93% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.24 |
1.99 |
1M High / 1M Low: |
2.78 |
1.73 |
6M High / 6M Low: |
2.90 |
1.00 |
High (YTD): |
9/18/2024 |
2.90 |
Low (YTD): |
4/17/2024 |
0.76 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.11 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.24 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.97 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
119.44% |
Volatility 6M: |
|
107.17% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |