OverviewChartNewsTraderScreen

BNP Paribas Call 140 AWK 17.01.20.../  DE000PC1LXV1  /

EUWAX
2024-10-08  9:15:38 AM Chg.-0.270 Bid8:09:20 PM Ask8:09:20 PM Underlying Strike price Expiration date Option type
0.520EUR -34.18% 0.530
Bid Size: 11,800		 0.550
Ask Size: 11,800		 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: 23.12
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.19
Parity: -0.27
Time value: 0.54
Break-even: 132.97
Moneyness: 0.98
Premium: 0.07
Premium p.a.: 0.26
Spread abs.: 0.02
Spread %: 3.85%
Delta: 0.48
Theta: -0.04
Omega: 11.18
Rho: 0.15
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.790
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.94%
1 Month
  -45.26%
3 Months  
+13.04%
YTD
  -48.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.010 0.790
1M High / 1M Low: 1.340 0.790
6M High / 6M Low: 1.340 0.210
High (YTD): 2024-09-18 1.340
Low (YTD): 2024-04-17 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.938
Avg. volume 1W:   0.000
Avg. price 1M:   1.078
Avg. volume 1M:   0.000
Avg. price 6M:   0.725
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.61%
Volatility 6M:   171.37%
Volatility 1Y:   -
Volatility 3Y:   -