BNP Paribas Call 140 AWK 20.12.2024
/ DE000PC1LXR9
BNP Paribas Call 140 AWK 20.12.20.../ DE000PC1LXR9 /
| 2024-07-30 9:17:14 AM |
Chg.-0.040 |
Bid5:38:17 PM |
Ask5:38:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
-4.35% |
0.970
Bid Size: 13,400 |
0.990
Ask Size: 13,400 |
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: |
14.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
0.13 |
| Time value: |
0.76 |
| Break-even: |
138.30 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
2.30% |
| Delta: |
0.59 |
| Theta: |
-0.03 |
| Omega: |
8.73 |
| Rho: |
0.27 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.12% |
| 1 Month |
|
|
+125.64% |
| 3 Months |
|
|
+166.67% |
| YTD |
|
|
-6.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.800 |
| 1M High / 1M Low: |
0.970 |
0.360 |
| 6M High / 6M Low: |
0.970 |
0.170 |
| High (YTD): |
2024-07-18 |
0.970 |
| Low (YTD): |
2024-04-17 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.888 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.639 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.433 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.27% |
| Volatility 6M: |
|
205.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
