BNP Paribas Call 120 AZN 20.09.2024
/ DE000PC836F6
BNP Paribas Call 120 AZN 20.09.20.../ DE000PC836F6 /
| 2024-07-22 5:21:10 PM |
Chg.+0.080 |
Bid5:26:06 PM |
Ask5:26:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
+11.59% |
0.760
Bid Size: 11,000 |
0.770
Ask Size: 11,000 |
Astrazeneca PLC ORD ... |
120.00 GBP |
2024-09-20 |
Call |
Master data
| WKN: |
PC836F |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 GBP |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.22 |
| Parity: |
0.22 |
| Time value: |
0.46 |
| Break-even: |
149.19 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
1.49% |
| Delta: |
0.61 |
| Theta: |
-0.05 |
| Omega: |
12.95 |
| Rho: |
0.13 |
Quote data
| Open: |
0.760 |
| High: |
0.810 |
| Low: |
0.740 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.46% |
| 1 Month |
|
|
-29.36% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.630 |
| 1M High / 1M Low: |
1.120 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.779 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
