BNP Paribas Call 120 AWK 20.12.2024
/ DE000PC1LXQ1
BNP Paribas Call 120 AWK 20.12.20.../ DE000PC1LXQ1 /
| 8/16/2024 7:50:32 PM |
Chg.-0.140 |
Bid8/16/2024 |
Ask8/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.190EUR |
-6.01% |
2.190
Bid Size: 10,400 |
2.210
Ask Size: 10,400 |
American Water Works |
120.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
2.01 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
2.01 |
| Time value: |
0.31 |
| Break-even: |
132.56 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.87% |
| Delta: |
0.86 |
| Theta: |
-0.03 |
| Omega: |
4.81 |
| Rho: |
0.31 |
Quote data
| Open: |
2.320 |
| High: |
2.320 |
| Low: |
2.180 |
| Previous Close: |
2.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.01% |
| 1 Month |
|
|
+6.83% |
| 3 Months |
|
|
+19.02% |
| YTD |
|
|
+9.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.330 |
2.280 |
| 1M High / 1M Low: |
2.720 |
2.050 |
| 6M High / 6M Low: |
2.720 |
0.710 |
| High (YTD): |
8/2/2024 |
2.720 |
| Low (YTD): |
4/16/2024 |
0.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.308 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.353 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.451 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.15% |
| Volatility 6M: |
|
121.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
