BNP Paribas Call 130 AWK 17.01.2025
/ DE000PC39XR3
BNP Paribas Call 130 AWK 17.01.20.../ DE000PC39XR3 /
| 08/11/2024 21:50:30 |
Chg.+0.190 |
Bid08/11/2024 |
Ask08/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
+29.69% |
0.830
Bid Size: 5,700 |
0.850
Ask Size: 5,700 |
American Water Works |
130.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PC39XR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American Water Works |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
0.57 |
| Time value: |
0.28 |
| Break-even: |
129.79 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
2.41% |
| Delta: |
0.73 |
| Theta: |
-0.04 |
| Omega: |
10.83 |
| Rho: |
0.16 |
Quote data
| Open: |
0.610 |
| High: |
0.830 |
| Low: |
0.560 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.78% |
| 1 Month |
|
|
-18.63% |
| 3 Months |
|
|
-49.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.640 |
| 1M High / 1M Low: |
1.450 |
0.640 |
| 6M High / 6M Low: |
2.050 |
0.640 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.786 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.097 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.312 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.84% |
| Volatility 6M: |
|
145.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
