BNP Paribas Call 140 AZN 20.06.2025
/ DE000PC836H2
BNP Paribas Call 140 AZN 20.06.20.../ DE000PC836H2 /
| 7/31/2024 9:58:08 AM |
Chg.+0.060 |
Bid4:58:31 PM |
Ask4:58:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+8.96% |
0.730
Bid Size: 19,000 |
0.740
Ask Size: 19,000 |
Astrazeneca PLC ORD ... |
140.00 GBP |
6/20/2025 |
Call |
Master data
| WKN: |
PC836H |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 GBP |
| Maturity: |
6/20/2025 |
| Issue date: |
4/30/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.22 |
| Parity: |
-2.28 |
| Time value: |
0.71 |
| Break-even: |
173.26 |
| Moneyness: |
0.86 |
| Premium: |
0.21 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
1.43% |
| Delta: |
0.35 |
| Theta: |
-0.02 |
| Omega: |
7.14 |
| Rho: |
0.39 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.730 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.35% |
| 1 Month |
|
|
-19.78% |
| 3 Months |
|
|
-6.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.610 |
| 1M High / 1M Low: |
0.860 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.688 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.730 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
