BNP Paribas Call 100 AZN 20.06.2025
/ DE000PC5CAX5
BNP Paribas Call 100 AZN 20.06.20.../ DE000PC5CAX5 /
| 11/13/2024 5:20:51 PM |
Chg.+0.090 |
Bid5:26:20 PM |
Ask5:26:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.150EUR |
+8.49% |
-
Bid Size: - |
-
Ask Size: - |
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: |
11.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.23 |
| Parity: |
0.19 |
| Time value: |
0.87 |
| Break-even: |
130.60 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.95% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
7.03 |
| Rho: |
0.38 |
Quote data
| Open: |
1.210 |
| High: |
1.260 |
| Low: |
1.130 |
| Previous Close: |
1.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.65% |
| 1 Month |
|
|
-57.41% |
| 3 Months |
|
|
-71.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.960 |
| 1M High / 1M Low: |
2.970 |
0.960 |
| 6M High / 6M Low: |
4.380 |
0.960 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.040 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.135 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.189 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.32% |
| Volatility 6M: |
|
85.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
