BNP Paribas Call 130 AWK 20.12.2024
/ DE000PC2WXB8
BNP Paribas Call 130 AWK 20.12.20.../ DE000PC2WXB8 /
| 9/6/2024 8:37:49 AM |
Chg.+0.01 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.55EUR |
+0.65% |
-
Bid Size: - |
-
Ask Size: - |
American Water Works |
130.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC2WXB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American Water Works |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/4/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
1.26 |
| Time value: |
0.31 |
| Break-even: |
132.97 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.29% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
6.72 |
| Rho: |
0.26 |
Quote data
| Open: |
1.55 |
| High: |
1.55 |
| Low: |
1.55 |
| Previous Close: |
1.54 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.71% |
| 1 Month |
|
|
-11.43% |
| 3 Months |
|
|
+68.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.55 |
1.46 |
| 1M High / 1M Low: |
1.75 |
1.28 |
| 6M High / 6M Low: |
1.77 |
0.36 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.98 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.15% |
| Volatility 6M: |
|
163.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
