BNP Paribas Call 140 AWK 20.12.2024
/ DE000PC1LXR9
BNP Paribas Call 140 AWK 20.12.20.../ DE000PC1LXR9 /
| 14/08/2024 21:50:43 |
Chg.0.000 |
Bid21:59:28 |
Ask21:59:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
0.00% |
0.860
Bid Size: 6,600 |
0.880
Ask Size: 6,600 |
American Water Works |
140.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC1LXR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American Water Works |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
0.13 |
| Time value: |
0.76 |
| Break-even: |
136.22 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
2.30% |
| Delta: |
0.59 |
| Theta: |
-0.04 |
| Omega: |
8.53 |
| Rho: |
0.23 |
Quote data
| Open: |
0.870 |
| High: |
0.920 |
| Low: |
0.810 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.76% |
| 1 Month |
|
|
+12.82% |
| 3 Months |
|
|
+35.38% |
| YTD |
|
|
-5.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.880 |
| 1M High / 1M Low: |
1.240 |
0.630 |
| 6M High / 6M Low: |
1.240 |
0.180 |
| High (YTD): |
02/08/2024 |
1.240 |
| Low (YTD): |
16/04/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.974 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.941 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.483 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.39% |
| Volatility 6M: |
|
196.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
