BNP Paribas Call 110 AZN 19.12.2025
/ DE000PC5CA26
BNP Paribas Call 110 AZN 19.12.20.../ DE000PC5CA26 /
| 10/10/2024 11:42:15 |
Chg.+0.04 |
Bid15:18:20 |
Ask15:18:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.37EUR |
+1.72% |
2.36
Bid Size: 10,000 |
2.37
Ask Size: 10,000 |
Astrazeneca PLC ORD ... |
110.00 GBP |
19/12/2025 |
Call |
Master data
| WKN: |
PC5CA2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 GBP |
| Maturity: |
19/12/2025 |
| Issue date: |
20/02/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.16 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.22 |
| Parity: |
1.02 |
| Time value: |
1.30 |
| Break-even: |
154.64 |
| Moneyness: |
1.08 |
| Premium: |
0.09 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.43% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
4.34 |
| Rho: |
0.92 |
Quote data
| Open: |
2.37 |
| High: |
2.37 |
| Low: |
2.37 |
| Previous Close: |
2.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.58% |
| 1 Month |
|
|
-10.57% |
| 3 Months |
|
|
-12.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.51 |
2.30 |
| 1M High / 1M Low: |
2.80 |
2.09 |
| 6M High / 6M Low: |
3.79 |
1.75 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.85% |
| Volatility 6M: |
|
74.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
