BNP Paribas Call 90 AZN 19.12.2025
/ DE000PC5CA42
BNP Paribas Call 90 AZN 19.12.202.../ DE000PC5CA42 /
14/08/2024 10:04:10 |
Chg.+0.07 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
5.20EUR |
+1.36% |
- Bid Size: - |
- Ask Size: - |
Astrazeneca PLC ORD ... |
90.00 GBP |
19/12/2025 |
Call |
Master data
WKN: |
PC5CA4 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 GBP |
Maturity: |
19/12/2025 |
Issue date: |
20/02/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.21 |
Intrinsic value: |
4.63 |
Implied volatility: |
0.23 |
Historic volatility: |
0.22 |
Parity: |
4.63 |
Time value: |
0.60 |
Break-even: |
157.61 |
Moneyness: |
1.44 |
Premium: |
0.04 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.02 |
Spread %: |
0.38% |
Delta: |
0.95 |
Theta: |
-0.01 |
Omega: |
2.76 |
Rho: |
1.24 |
Quote data
Open: |
5.20 |
High: |
5.20 |
Low: |
5.20 |
Previous Close: |
5.13 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.01% |
1 Month |
|
|
+14.29% |
3 Months |
|
|
+15.04% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.20 |
4.77 |
1M High / 1M Low: |
5.20 |
4.21 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.01 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.62 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
61.31% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |