BNP Paribas Call 150 AZN 19.12.2025
/ DE000PC836J8
BNP Paribas Call 150 AZN 19.12.20.../ DE000PC836J8 /
| 2024-07-24 5:21:04 PM |
Chg.+0.010 |
Bid2024-07-24 |
Ask2024-07-24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+1.19% |
0.850
Bid Size: 21,000 |
0.860
Ask Size: 21,000 |
Astrazeneca PLC ORD ... |
150.00 GBP |
2025-12-19 |
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: |
2025-12-19 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.22 |
| Parity: |
-3.27 |
| Time value: |
0.85 |
| Break-even: |
186.89 |
| Moneyness: |
0.82 |
| Premium: |
0.28 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
1.19% |
| Delta: |
0.35 |
| Theta: |
-0.02 |
| Omega: |
6.00 |
| Rho: |
0.60 |
Quote data
| Open: |
0.800 |
| High: |
0.850 |
| Low: |
0.790 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.41% |
| 1 Month |
|
|
-23.42% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.830 |
| 1M High / 1M Low: |
1.110 |
0.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.850 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.888 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
