BNP Paribas Call 120 AZN 19.12.2025
/ DE000PC5CAZ0
BNP Paribas Call 120 AZN 19.12.20.../ DE000PC5CAZ0 /
| 14/11/2024 09:48:52 |
Chg.+0.010 |
Bid11:02:26 |
Ask11:02:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+1.59% |
0.620
Bid Size: 25,000 |
0.630
Ask Size: 25,000 |
Astrazeneca PLC ORD ... |
120.00 GBP |
19/12/2025 |
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: |
19/12/2025 |
| Issue date: |
20/02/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.23 |
| Parity: |
-2.14 |
| Time value: |
0.63 |
| Break-even: |
150.66 |
| Moneyness: |
0.85 |
| Premium: |
0.22 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
1.61% |
| Delta: |
0.35 |
| Theta: |
-0.02 |
| Omega: |
6.83 |
| Rho: |
0.40 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.28% |
| 1 Month |
|
|
-63.64% |
| 3 Months |
|
|
-76.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.540 |
| 1M High / 1M Low: |
1.830 |
0.540 |
| 6M High / 6M Low: |
3.000 |
0.540 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.596 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.310 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.101 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.79% |
| Volatility 6M: |
|
100.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
