BNP Paribas Call 150 AWK 17.01.2025
/ DE000PC1LXW9
BNP Paribas Call 150 AWK 17.01.20.../ DE000PC1LXW9 /
05/09/2024 09:20:06 |
Chg.+0.030 |
Bid09:32:57 |
Ask09:32:57 |
Underlying |
Strike price |
Expiration date |
Option type |
0.480EUR |
+6.67% |
0.490 Bid Size: 6,123 |
0.560 Ask Size: 5,358 |
American Water Works |
150.00 USD |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
11/12/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
25.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.46 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.20 |
Parity: |
-0.53 |
Time value: |
0.52 |
Break-even: |
140.58 |
Moneyness: |
0.96 |
Premium: |
0.08 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.02 |
Spread %: |
4.00% |
Delta: |
0.44 |
Theta: |
-0.03 |
Omega: |
11.11 |
Rho: |
0.19 |
Quote data
Open: |
0.480 |
High: |
0.480 |
Low: |
0.480 |
Previous Close: |
0.450 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+17.07% |
1 Month |
|
|
-23.81% |
3 Months |
|
|
+37.14% |
YTD |
|
|
-25.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.390 |
1M High / 1M Low: |
0.700 |
0.330 |
6M High / 6M Low: |
0.700 |
0.100 |
High (YTD): |
06/08/2024 |
0.700 |
Low (YTD): |
17/04/2024 |
0.100 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.424 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.486 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.310 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
153.91% |
Volatility 6M: |
|
209.98% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |