BNP Paribas Call 100 AZN 20.06.2025
/ DE000PC5CAX5
BNP Paribas Call 100 AZN 20.06.20.../ DE000PC5CAX5 /
| 31/07/2024 09:58:35 |
Chg.+0.16 |
Bid20:00:05 |
Ask20:00:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.33EUR |
+5.05% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.03 |
| Intrinsic value: |
2.47 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
2.47 |
| Time value: |
0.82 |
| Break-even: |
151.59 |
| Moneyness: |
1.21 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.61% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
3.58 |
| Rho: |
0.75 |
Quote data
| Open: |
3.33 |
| High: |
3.33 |
| Low: |
3.33 |
| Previous Close: |
3.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.05% |
| 1 Month |
|
|
-5.40% |
| 3 Months |
|
|
+3.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.40 |
3.00 |
| 1M High / 1M Low: |
3.43 |
3.00 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
