BNP Paribas Call 105 AZN 20.12.2024
/ DE000PC3BU33
BNP Paribas Call 105 AZN 20.12.20.../ DE000PC3BU33 /
| 2024-09-06 9:51:09 AM |
Chg.-0.42 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.80EUR |
-13.04% |
-
Bid Size: - |
-
Ask Size: - |
Astrazeneca PLC ORD ... |
105.00 GBP |
2024-12-20 |
Call |
Master data
| WKN: |
PC3BU3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.60 |
| Intrinsic value: |
2.44 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.22 |
| Parity: |
2.44 |
| Time value: |
0.42 |
| Break-even: |
153.10 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.70% |
| Delta: |
0.84 |
| Theta: |
-0.05 |
| Omega: |
4.37 |
| Rho: |
0.27 |
Quote data
| Open: |
2.80 |
| High: |
2.80 |
| Low: |
2.80 |
| Previous Close: |
3.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.35% |
| 1 Month |
|
|
+2.94% |
| 3 Months |
|
|
-1.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.54 |
2.80 |
| 1M High / 1M Low: |
3.56 |
2.72 |
| 6M High / 6M Low: |
3.56 |
1.01 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.73% |
| Volatility 6M: |
|
98.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
