BNP Paribas Call 120 AWK 20.12.2024
/ DE000PC1LXQ1
BNP Paribas Call 120 AWK 20.12.20.../ DE000PC1LXQ1 /
8/14/2024 9:20:49 AM |
Chg.-0.09 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.27EUR |
-3.81% |
- Bid Size: - |
- Ask Size: - |
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: |
5.64 |
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): |
8/9/2024 |
2.54 |
Low (YTD): |
4/17/2024 |
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: |
|
- |