BNP Paribas Call 100 AZN 20.06.2025
/ DE000PC5CAX5
BNP Paribas Call 100 AZN 20.06.20.../ DE000PC5CAX5 /
2024-09-06 9:51:17 AM |
Chg.-0.40 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.63EUR |
-9.93% |
- Bid Size: - |
- Ask Size: - |
Astrazeneca PLC ORD ... |
100.00 GBP |
2025-06-20 |
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: |
2025-06-20 |
Issue date: |
2024-02-20 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.55 |
Intrinsic value: |
3.11 |
Implied volatility: |
0.26 |
Historic volatility: |
0.22 |
Parity: |
3.11 |
Time value: |
0.51 |
Break-even: |
154.83 |
Moneyness: |
1.26 |
Premium: |
0.03 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
0.56% |
Delta: |
0.90 |
Theta: |
-0.02 |
Omega: |
3.71 |
Rho: |
0.77 |
Quote data
Open: |
3.63 |
High: |
3.63 |
Low: |
3.63 |
Previous Close: |
4.03 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.12% |
1 Month |
|
|
+2.25% |
3 Months |
|
|
-0.82% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.35 |
3.63 |
1M High / 1M Low: |
4.38 |
3.55 |
6M High / 6M Low: |
4.38 |
1.66 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.10 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.07 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.15 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
52.76% |
Volatility 6M: |
|
72.69% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |