BNP Paribas Call 90 AZN 20.06.2025
/ DE000PC5CAY3
BNP Paribas Call 90 AZN 20.06.202.../ DE000PC5CAY3 /
| 7/31/2024 5:20:55 PM |
Chg.+0.070 |
Bid5:28:36 PM |
Ask5:28:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.330EUR |
+1.64% |
-
Bid Size: - |
-
Ask Size: - |
Astrazeneca PLC ORD ... |
90.00 GBP |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
2/20/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.05 |
| Intrinsic value: |
3.66 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.22 |
| Parity: |
3.66 |
| Time value: |
0.62 |
| Break-even: |
149.62 |
| Moneyness: |
1.34 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.47% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
2.97 |
| Rho: |
0.75 |
Quote data
| Open: |
4.280 |
| High: |
4.410 |
| Low: |
4.280 |
| Previous Close: |
4.260 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
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: |
|
- |
