BNP Paribas Call 90 AZN 20.06.2025
/ DE000PC5CAY3
BNP Paribas Call 90 AZN 20.06.202.../ DE000PC5CAY3 /
| 01/08/2024 09:20:44 |
Chg.0.000 |
Bid10:04:17 |
Ask10:04:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.330EUR |
0.00% |
4.300
Bid Size: 7,000 |
4.320
Ask Size: 7,000 |
Astrazeneca PLC ORD ... |
90.00 GBP |
20/06/2025 |
Call |
Master data
| WKN: |
PC5CAY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 GBP |
| Maturity: |
20/06/2025 |
| Issue date: |
20/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.32 |
| Intrinsic value: |
3.93 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.22 |
| Parity: |
3.93 |
| Time value: |
0.41 |
| Break-even: |
150.28 |
| Moneyness: |
1.37 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.46% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
3.21 |
| Rho: |
0.85 |
Quote data
| Open: |
4.330 |
| High: |
4.330 |
| Low: |
4.330 |
| Previous Close: |
4.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.98% |
| 1 Month |
|
|
-1.81% |
| 3 Months |
|
|
+4.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.360 |
4.010 |
| 1M High / 1M Low: |
4.410 |
3.980 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.228 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.183 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
