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BNP Paribas Call 140 AWK 20.12.20.../  DE000PC1LXR9  /

Frankfurt Zert./BNP
2024-07-16  6:50:44 PM Chg.+0.110 Bid7:00:47 PM Ask7:00:47 PM Underlying Strike price Expiration date Option type
0.740EUR +17.46% 0.730
Bid Size: 12,800		 0.750
Ask Size: 12,800		 American Water Works 140.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2023-12-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.55
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.20
Parity: -0.34
Time value: 0.64
Break-even: 134.86
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 3.23%
Delta: 0.50
Theta: -0.03
Omega: 9.71
Rho: 0.24
 

Quote data

Open: 0.620
High: 0.750
Low: 0.600
Previous Close: 0.630
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+80.49%
1 Month  
+68.18%
3 Months  
+311.11%
YTD
  -20.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.410
1M High / 1M Low: 0.780 0.350
6M High / 6M Low: 0.780 0.180
High (YTD): 2024-01-10 0.930
Low (YTD): 2024-04-16 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.582
Avg. volume 1W:   0.000
Avg. price 1M:   0.453
Avg. volume 1M:   0.000
Avg. price 6M:   0.407
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   219.47%
Volatility 6M:   198.78%
Volatility 1Y:   -
Volatility 3Y:   -