BNP Paribas Call 140 AWK 20.09.2024
/ DE000PC39XQ5
BNP Paribas Call 140 AWK 20.09.20.../ DE000PC39XQ5 /
8/14/2024 8:23:17 AM |
Chg.-0.060 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.470EUR |
-11.32% |
- Bid Size: - |
- Ask Size: - |
American Water Works |
140.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
PC39XQ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
American Water Works |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
1/31/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
26.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.42 |
Intrinsic value: |
0.13 |
Implied volatility: |
0.25 |
Historic volatility: |
0.20 |
Parity: |
0.13 |
Time value: |
0.36 |
Break-even: |
132.22 |
Moneyness: |
1.01 |
Premium: |
0.03 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.02 |
Spread %: |
4.26% |
Delta: |
0.58 |
Theta: |
-0.06 |
Omega: |
15.33 |
Rho: |
0.07 |
Quote data
Open: |
0.470 |
High: |
0.470 |
Low: |
0.470 |
Previous Close: |
0.530 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-31.88% |
1 Month |
|
|
+38.24% |
3 Months |
|
|
+11.90% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.700 |
0.520 |
1M High / 1M Low: |
0.770 |
0.310 |
6M High / 6M Low: |
0.770 |
0.073 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.618 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.568 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.267 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
351.37% |
Volatility 6M: |
|
306.30% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |