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BNP Paribas Call 120 AWK 20.12.20.../  DE000PC1LXQ1  /

Frankfurt Zert./BNP
2024-06-27  4:20:12 PM Chg.-0.040 Bid4:25:15 PM Ask4:25:15 PM Underlying Strike price Expiration date Option type
1.350EUR -2.88% 1.340
Bid Size: 13,200		 1.360
Ask Size: 13,200		 American Water Works 120.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2023-12-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.43
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 0.90
Implied volatility: 0.24
Historic volatility: 0.20
Parity: 0.90
Time value: 0.54
Break-even: 126.76
Moneyness: 1.08
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 1.41%
Delta: 0.74
Theta: -0.03
Omega: 6.24
Rho: 0.36
 

Quote data

Open: 1.400
High: 1.420
Low: 1.350
Previous Close: 1.390
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month     0.00%
3 Months  
+31.07%
YTD
  -32.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.620 1.390
1M High / 1M Low: 1.700 1.110
6M High / 6M Low: 2.030 0.710
High (YTD): 2024-01-10 2.030
Low (YTD): 2024-04-16 0.710
52W High: - -
52W Low: - -
Avg. price 1W:   1.478
Avg. volume 1W:   0.000
Avg. price 1M:   1.426
Avg. volume 1M:   0.000
Avg. price 6M:   1.313
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.42%
Volatility 6M:   122.07%
Volatility 1Y:   -
Volatility 3Y:   -