BNP Paribas Call 130 AZN 19.12.2025
/ DE000PC8HB84
BNP Paribas Call 130 AZN 19.12.20.../ DE000PC8HB84 /
| 01/08/2024 17:21:01 |
Chg.+0.110 |
Bid17:29:10 |
Ask17:29:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.740EUR |
+6.75% |
1.730
Bid Size: 12,000 |
1.740
Ask Size: 12,000 |
Astrazeneca PLC ORD ... |
130.00 GBP |
19/12/2025 |
Call |
Master data
| WKN: |
PC8HB8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 GBP |
| Maturity: |
19/12/2025 |
| Issue date: |
17/04/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.22 |
| Parity: |
-0.82 |
| Time value: |
1.64 |
| Break-even: |
170.78 |
| Moneyness: |
0.95 |
| Premium: |
0.17 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.61% |
| Delta: |
0.55 |
| Theta: |
-0.02 |
| Omega: |
4.91 |
| Rho: |
0.89 |
Quote data
| Open: |
1.630 |
| High: |
1.740 |
| Low: |
1.610 |
| Previous Close: |
1.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.18% |
| 1 Month |
|
|
-3.33% |
| 3 Months |
|
|
+9.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.660 |
1.460 |
| 1M High / 1M Low: |
1.800 |
1.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.580 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.600 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
