BNP Paribas Call 150 AZN 19.12.2025
/ DE000PC836J8
BNP Paribas Call 150 AZN 19.12.20.../ DE000PC836J8 /
| 06/09/2024 17:21:08 |
Chg.+0.030 |
Bid17:29:10 |
Ask17:29:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+3.26% |
0.940
Bid Size: 19,000 |
0.950
Ask Size: 19,000 |
Astrazeneca PLC ORD ... |
150.00 GBP |
19/12/2025 |
Call |
Master data
| WKN: |
PC836J |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 GBP |
| Maturity: |
19/12/2025 |
| Issue date: |
30/04/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.22 |
| Parity: |
-2.82 |
| Time value: |
0.92 |
| Break-even: |
187.15 |
| Moneyness: |
0.84 |
| Premium: |
0.25 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
1.10% |
| Delta: |
0.37 |
| Theta: |
-0.02 |
| Omega: |
6.08 |
| Rho: |
0.60 |
Quote data
| Open: |
0.900 |
| High: |
0.980 |
| Low: |
0.900 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.39% |
| 1 Month |
|
|
+2.15% |
| 3 Months |
|
|
-12.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
0.920 |
| 1M High / 1M Low: |
1.260 |
0.920 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.146 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
