BNP Paribas Call 120 AWK 20.12.2024
/ DE000PC1LXQ1
BNP Paribas Call 120 AWK 20.12.20.../ DE000PC1LXQ1 /
18/10/2024 10:50:39 |
Chg.+0.020 |
Bid18/10/2024 |
Ask18/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
2.040EUR |
+0.99% |
2.040 Bid Size: 4,800 |
2.070 Ask Size: 4,800 |
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: |
5.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.99 |
Intrinsic value: |
1.92 |
Implied volatility: |
0.45 |
Historic volatility: |
0.19 |
Parity: |
1.92 |
Time value: |
0.29 |
Break-even: |
132.91 |
Moneyness: |
1.17 |
Premium: |
0.02 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.19 |
Spread %: |
9.41% |
Delta: |
0.84 |
Theta: |
-0.06 |
Omega: |
4.92 |
Rho: |
0.15 |
Quote data
Open: |
2.010 |
High: |
2.040 |
Low: |
2.010 |
Previous Close: |
2.020 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+11.48% |
1 Month |
|
|
-25.27% |
3 Months |
|
|
-11.30% |
YTD |
|
|
+2.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.180 |
1.830 |
1M High / 1M Low: |
2.730 |
1.650 |
6M High / 6M Low: |
2.800 |
0.850 |
High (YTD): |
17/09/2024 |
2.800 |
Low (YTD): |
16/04/2024 |
0.710 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.016 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.207 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.895 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
117.30% |
Volatility 6M: |
|
107.03% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |