BNP Paribas Call 140 AWK 17.01.2025
/ DE000PC1LXV1
BNP Paribas Call 140 AWK 17.01.20.../ DE000PC1LXV1 /
| 8/16/2024 9:21:50 AM |
Chg.-0.020 |
Bid9:34:00 PM |
Ask9:34:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
-2.04% |
0.890
Bid Size: 13,600 |
0.910
Ask Size: 13,600 |
American Water Works |
140.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
0.19 |
| Time value: |
0.78 |
| Break-even: |
137.29 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
2.11% |
| Delta: |
0.61 |
| Theta: |
-0.03 |
| Omega: |
8.10 |
| Rho: |
0.29 |
Quote data
| Open: |
0.960 |
| High: |
0.960 |
| Low: |
0.960 |
| Previous Close: |
0.980 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.33% |
| 1 Month |
|
|
+37.14% |
| 3 Months |
|
|
+33.33% |
| YTD |
|
|
-4.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
0.970 |
| 1M High / 1M Low: |
1.190 |
0.700 |
| 6M High / 6M Low: |
1.190 |
0.210 |
| High (YTD): |
8/9/2024 |
1.190 |
| Low (YTD): |
4/17/2024 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.038 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.012 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.545 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.39% |
| Volatility 6M: |
|
188.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
