BNP Paribas Call 150 AWK 17.01.2025
/ DE000PC1LXW9
BNP Paribas Call 150 AWK 17.01.20.../ DE000PC1LXW9 /
| 9/17/2024 4:05:27 PM |
Chg.+0.020 |
Bid4:05:59 PM |
Ask4:05:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+2.99% |
0.700
Bid Size: 11,000 |
0.720
Ask Size: 11,000 |
American Water Works |
150.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PC1LXW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American Water Works |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
-0.08 |
| Time value: |
0.70 |
| Break-even: |
141.78 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
2.94% |
| Delta: |
0.54 |
| Theta: |
-0.03 |
| Omega: |
10.37 |
| Rho: |
0.22 |
Quote data
| Open: |
0.680 |
| High: |
0.720 |
| Low: |
0.680 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+56.82% |
| 3 Months |
|
|
+187.50% |
| YTD |
|
|
+9.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.620 |
| 1M High / 1M Low: |
0.690 |
0.340 |
| 6M High / 6M Low: |
0.800 |
0.080 |
| High (YTD): |
8/2/2024 |
0.800 |
| Low (YTD): |
3/18/2024 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.646 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.482 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.341 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.45% |
| Volatility 6M: |
|
209.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
