BNP Paribas Call 140 AWK 20.12.2024
/ DE000PC1LXR9
BNP Paribas Call 140 AWK 20.12.20.../ DE000PC1LXR9 /
| 9/17/2024 4:50:48 PM |
Chg.+0.070 |
Bid4:52:01 PM |
Ask4:52:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
+6.09% |
1.230
Bid Size: 11,200 |
1.250
Ask Size: 11,200 |
American Water Works |
140.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
0.82 |
| Time value: |
0.37 |
| Break-even: |
137.69 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.71% |
| Delta: |
0.74 |
| Theta: |
-0.04 |
| Omega: |
8.38 |
| Rho: |
0.23 |
Quote data
| Open: |
1.160 |
| High: |
1.220 |
| Low: |
1.160 |
| Previous Close: |
1.150 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.09% |
| 1 Month |
|
|
+54.43% |
| 3 Months |
|
|
+205.00% |
| YTD |
|
|
+31.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.150 |
1.070 |
| 1M High / 1M Low: |
1.150 |
0.660 |
| 6M High / 6M Low: |
1.240 |
0.180 |
| High (YTD): |
8/2/2024 |
1.240 |
| Low (YTD): |
4/16/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.864 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.582 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.77% |
| Volatility 6M: |
|
185.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
