BNP Paribas Call 140 AWK 17.01.2025
/ DE000PC1LXV1
BNP Paribas Call 140 AWK 17.01.20.../ DE000PC1LXV1 /
| 2024-10-07 9:50:26 PM |
Chg.-0.270 |
Bid9:58:46 PM |
Ask9:58:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-33.75% |
0.520
Bid Size: 5,900 |
0.540
Ask Size: 5,900 |
American Water Works |
140.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC1LXV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American Water Works |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
0.23 |
| Time value: |
0.59 |
| Break-even: |
135.81 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
2.50% |
| Delta: |
0.61 |
| Theta: |
-0.04 |
| Omega: |
9.70 |
| Rho: |
0.20 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.460 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.36% |
| 1 Month |
|
|
-45.92% |
| 3 Months |
|
|
+12.77% |
| YTD |
|
|
-46.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.800 |
| 1M High / 1M Low: |
1.310 |
0.800 |
| 6M High / 6M Low: |
1.330 |
0.220 |
| High (YTD): |
2024-08-02 |
1.330 |
| Low (YTD): |
2024-04-16 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.960 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.077 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.732 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.84% |
| Volatility 6M: |
|
164.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
