BNP Paribas Call 130 AWK 20.09.2024
/ DE000PC39XP7
BNP Paribas Call 130 AWK 20.09.20.../ DE000PC39XP7 /
| 2024-06-21 9:50:40 PM |
Chg.-0.030 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-4.84% |
0.600
Bid Size: 5,700 |
0.620
Ask Size: 5,700 |
American Water Works |
130.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC39XP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American Water Works |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.20 |
| Parity: |
0.05 |
| Time value: |
0.57 |
| Break-even: |
127.78 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
3.33% |
| Delta: |
0.57 |
| Theta: |
-0.04 |
| Omega: |
11.19 |
| Rho: |
0.16 |
Quote data
| Open: |
0.590 |
| High: |
0.640 |
| Low: |
0.560 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.51% |
| 1 Month |
|
|
+1.72% |
| 3 Months |
|
|
+110.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.530 |
| 1M High / 1M Low: |
0.790 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.586 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.570 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
