BNP Paribas Call 120 AWK 20.09.2024
/ DE000PC39XN2
BNP Paribas Call 120 AWK 20.09.20.../ DE000PC39XN2 /
2024-07-30 8:19:48 AM |
Chg.-0.07 |
Bid2:30:03 PM |
Ask2:30:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.04EUR |
-3.32% |
2.03 Bid Size: 4,800 |
- Ask Size: - |
American Water Works |
120.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
PC39XN |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
American Water Works |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-31 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.04 |
Intrinsic value: |
1.97 |
Implied volatility: |
0.33 |
Historic volatility: |
0.20 |
Parity: |
1.97 |
Time value: |
0.12 |
Break-even: |
131.81 |
Moneyness: |
1.18 |
Premium: |
0.01 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.05 |
Spread %: |
2.45% |
Delta: |
0.92 |
Theta: |
-0.03 |
Omega: |
5.77 |
Rho: |
0.14 |
Quote data
Open: |
2.04 |
High: |
2.04 |
Low: |
2.04 |
Previous Close: |
2.11 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.23% |
1 Month |
|
|
+83.78% |
3 Months |
|
|
+142.86% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.15 |
1.93 |
1M High / 1M Low: |
2.19 |
1.00 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.06 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.60 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
165.86% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |