BNP Paribas Call 130 AWK 20.09.2024
/ DE000PC39XP7
BNP Paribas Call 130 AWK 20.09.20.../ DE000PC39XP7 /
| 16/08/2024 21:50:30 |
Chg.-0.110 |
Bid21:59:51 |
Ask21:59:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.140EUR |
-8.80% |
1.130
Bid Size: 5,100 |
1.150
Ask Size: 5,100 |
American Water Works |
130.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC39XP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American Water Works |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
1.10 |
| Time value: |
0.14 |
| Break-even: |
130.88 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.64% |
| Delta: |
0.85 |
| Theta: |
-0.05 |
| Omega: |
8.83 |
| Rho: |
0.09 |
Quote data
| Open: |
1.240 |
| High: |
1.240 |
| Low: |
1.110 |
| Previous Close: |
1.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.52% |
| 1 Month |
|
|
+12.87% |
| 3 Months |
|
|
+22.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
1.210 |
| 1M High / 1M Low: |
1.660 |
1.010 |
| 6M High / 6M Low: |
1.660 |
0.210 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.234 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.297 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.651 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.81% |
| Volatility 6M: |
|
211.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
