BNP Paribas Call 130 AZN 20.09.2024
/ DE000PC836E9
BNP Paribas Call 130 AZN 20.09.20.../ DE000PC836E9 /
| 2024-07-22 5:21:10 PM |
Chg.+0.030 |
Bid5:22:02 PM |
Ask5:22:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+14.29% |
0.240
Bid Size: 24,000 |
0.250
Ask Size: 24,000 |
Astrazeneca PLC ORD ... |
130.00 GBP |
2024-09-20 |
Call |
Master data
| WKN: |
PC836E |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 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: |
68.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.22 |
| Parity: |
-0.97 |
| Time value: |
0.21 |
| Break-even: |
156.36 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.01 |
| Spread %: |
5.00% |
| Delta: |
0.27 |
| Theta: |
-0.04 |
| Omega: |
18.77 |
| Rho: |
0.06 |
Quote data
| Open: |
0.240 |
| High: |
0.260 |
| Low: |
0.230 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.32% |
| 1 Month |
|
|
-48.94% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.180 |
| 1M High / 1M Low: |
0.470 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.204 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.271 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
