BNP Paribas Call 120 AZN 19.12.20.../  DE000PC5CAZ0  /

Frankfurt Zert./BNP
8/1/2024  5:21:02 PM Chg.+0.120 Bid5:26:36 PM Ask5:26:36 PM Underlying Strike price Expiration date Option type
2.320EUR +5.45% 2.320
Bid Size: 10,000
2.330
Ask Size: 10,000
Astrazeneca PLC ORD ... 120.00 GBP 12/19/2025 Call
 

Master data

WKN: PC5CAZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Astrazeneca PLC ORD SHS $0.25
Type: Warrant
Option type: Call
Strike price: 120.00 GBP
Maturity: 12/19/2025
Issue date: 2/20/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.65
Leverage: Yes

Calculated values

Fair value: 2.04
Intrinsic value: 0.37
Implied volatility: 0.24
Historic volatility: 0.22
Parity: 0.37
Time value: 1.83
Break-even: 164.50
Moneyness: 1.03
Premium: 0.13
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.46%
Delta: 0.66
Theta: -0.02
Omega: 4.37
Rho: 1.03
 

Quote data

Open: 2.200
High: 2.320
Low: 2.170
Previous Close: 2.200
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+16.58%
1 Month
  -2.11%
3 Months  
+8.92%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.230 1.990
1M High / 1M Low: 2.370 1.990
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.136
Avg. volume 1W:   0.000
Avg. price 1M:   2.145
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   73.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -