BNP Paribas Call 100 AZN 20.06.2025
/ DE000PC5CAX5
BNP Paribas Call 100 AZN 20.06.20.../ DE000PC5CAX5 /
| 28/06/2024 11:20:53 |
Chg.+0.050 |
Bid11:34:57 |
Ask11:34:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.530EUR |
+1.44% |
3.550
Bid Size: 7,000 |
3.570
Ask Size: 7,000 |
Astrazeneca PLC ORD ... |
100.00 GBP |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
20/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.47 |
| Intrinsic value: |
2.81 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.24 |
| Parity: |
2.81 |
| Time value: |
0.68 |
| Break-even: |
152.99 |
| Moneyness: |
1.24 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.58% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
3.64 |
| Rho: |
0.90 |
Quote data
| Open: |
3.510 |
| High: |
3.530 |
| Low: |
3.510 |
| Previous Close: |
3.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.29% |
| 1 Month |
|
|
+11.01% |
| 3 Months |
|
|
+72.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.710 |
3.480 |
| 1M High / 1M Low: |
3.780 |
3.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.630 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.564 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
