BNP Paribas Call 130 AZN 20.06.2025
/ DE000PC8HB68
BNP Paribas Call 130 AZN 20.06.20.../ DE000PC8HB68 /
10/10/2024 17:21:07 |
Chg.0.000 |
Bid17:27:55 |
Ask17:27:55 |
Underlying |
Strike price |
Expiration date |
Option type |
0.690EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Astrazeneca PLC ORD ... |
130.00 GBP |
20/06/2025 |
Call |
Master data
WKN: |
PC8HB6 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 GBP |
Maturity: |
20/06/2025 |
Issue date: |
17/04/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
20.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.22 |
Parity: |
-1.37 |
Time value: |
0.69 |
Break-even: |
162.24 |
Moneyness: |
0.91 |
Premium: |
0.15 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.01 |
Spread %: |
1.47% |
Delta: |
0.40 |
Theta: |
-0.03 |
Omega: |
8.12 |
Rho: |
0.34 |
Quote data
Open: |
0.720 |
High: |
0.720 |
Low: |
0.690 |
Previous Close: |
0.690 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.82% |
1 Month |
|
|
-34.91% |
3 Months |
|
|
-36.70% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.720 |
0.660 |
1M High / 1M Low: |
1.060 |
0.590 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.694 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.749 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
135.58% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |