BNP Paribas Call 120 AWK 20.12.2024
/ DE000PC1LXQ1
BNP Paribas Call 120 AWK 20.12.20.../ DE000PC1LXQ1 /
| 14/08/2024 09:20:49 |
Chg.-0.09 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.27EUR |
-3.81% |
-
Bid Size: - |
-
Ask Size: - |
American Water Works |
120.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC1LXQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American Water Works |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.12 |
| Intrinsic value: |
1.95 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
1.95 |
| Time value: |
0.33 |
| Break-even: |
131.93 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.89% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
4.81 |
| Rho: |
0.30 |
Quote data
| Open: |
2.27 |
| High: |
2.27 |
| Low: |
2.27 |
| Previous Close: |
2.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.56% |
| 1 Month |
|
|
+22.04% |
| 3 Months |
|
|
+25.41% |
| YTD |
|
|
+12.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.54 |
2.32 |
| 1M High / 1M Low: |
2.54 |
1.86 |
| 6M High / 6M Low: |
2.54 |
0.69 |
| High (YTD): |
09/08/2024 |
2.54 |
| Low (YTD): |
17/04/2024 |
0.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.17% |
| Volatility 6M: |
|
130.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
