BNP Paribas Call 100 AZN 20.06.2025
/ DE000PC5CAX5
BNP Paribas Call 100 AZN 20.06.20.../ DE000PC5CAX5 /
| 7/16/2024 10:18:46 AM |
Chg.-0.22 |
Bid12:04:01 PM |
Ask12:04:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.10EUR |
-6.63% |
3.12
Bid Size: 8,000 |
3.14
Ask Size: 8,000 |
Astrazeneca PLC ORD ... |
100.00 GBP |
6/20/2025 |
Call |
Master data
| WKN: |
PC5CAX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 GBP |
| Maturity: |
6/20/2025 |
| Issue date: |
2/20/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.08 |
| Intrinsic value: |
2.48 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.22 |
| Parity: |
2.48 |
| Time value: |
0.71 |
| Break-even: |
150.73 |
| Moneyness: |
1.21 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.63% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
3.81 |
| Rho: |
0.83 |
Quote data
| Open: |
3.11 |
| High: |
3.11 |
| Low: |
3.10 |
| Previous Close: |
3.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.52% |
| 1 Month |
|
|
-15.30% |
| 3 Months |
|
|
+36.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.32 |
3.09 |
| 1M High / 1M Low: |
3.84 |
3.09 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
