BNP Paribas Call 150 AWK 20.12.2024
/ DE000PC1LXT5
BNP Paribas Call 150 AWK 20.12.20.../ DE000PC1LXT5 /
8/16/2024 9:50:30 PM |
Chg.-0.050 |
Bid9:59:05 PM |
Ask9:59:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
-12.20% |
0.350 Bid Size: 8,572 |
0.370 Ask Size: 8,109 |
American Water Works |
150.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
PC1LXT |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
American Water Works |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 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: |
34.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.20 |
Parity: |
-0.82 |
Time value: |
0.37 |
Break-even: |
139.72 |
Moneyness: |
0.94 |
Premium: |
0.09 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.02 |
Spread %: |
5.71% |
Delta: |
0.37 |
Theta: |
-0.03 |
Omega: |
12.66 |
Rho: |
0.15 |
Quote data
Open: |
0.400 |
High: |
0.400 |
Low: |
0.350 |
Previous Close: |
0.410 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-25.00% |
1 Month |
|
|
-30.77% |
3 Months |
|
|
+9.09% |
YTD |
|
|
-36.84% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.360 |
1M High / 1M Low: |
0.710 |
0.360 |
6M High / 6M Low: |
0.710 |
0.050 |
High (YTD): |
8/2/2024 |
0.710 |
Low (YTD): |
3/18/2024 |
0.050 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.414 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.495 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.244 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
178.71% |
Volatility 6M: |
|
265.14% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |