BNP Paribas Call 150 AZN 19.12.20.../  DE000PC836J8  /

EUWAX
8/1/2024  10:07:24 AM Chg.0.000 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.840EUR 0.00% -
Bid Size: -
-
Ask Size: -
Astrazeneca PLC ORD ... 150.00 GBP 12/19/2025 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: 12/19/2025
Issue date: 4/30/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.20
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.22
Parity: -3.19
Time value: 0.85
Break-even: 186.63
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: 6.06
Rho: 0.60
 

Quote data

Open: 0.840
High: 0.840
Low: 0.840
Previous Close: 0.840
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.07%
1 Month
  -13.40%
3 Months  
+1.20%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.730
1M High / 1M Low: 0.970 0.730
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.812
Avg. volume 1W:   0.000
Avg. price 1M:   0.846
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -