BNP Paribas Call 90 AZN 20.06.2025
/ DE000PC5CAY3
BNP Paribas Call 90 AZN 20.06.202.../ DE000PC5CAY3 /
| 2024-09-06 9:51:17 AM |
Chg.-0.43 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.65EUR |
-8.46% |
-
Bid Size: - |
-
Ask Size: - |
Astrazeneca PLC ORD ... |
90.00 GBP |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.62 |
| Intrinsic value: |
4.30 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.22 |
| Parity: |
4.30 |
| Time value: |
0.35 |
| Break-even: |
153.27 |
| Moneyness: |
1.40 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.43% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
3.09 |
| Rho: |
0.76 |
Quote data
| Open: |
4.65 |
| High: |
4.65 |
| Low: |
4.65 |
| Previous Close: |
5.08 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.52% |
| 1 Month |
|
|
+3.10% |
| 3 Months |
|
|
+0.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.41 |
4.65 |
| 1M High / 1M Low: |
5.44 |
4.51 |
| 6M High / 6M Low: |
5.44 |
2.38 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.15 |
| Avg. volume 1W: |
|
40 |
| Avg. price 1M: |
|
5.09 |
| Avg. volume 1M: |
|
18.18 |
| Avg. price 6M: |
|
4.06 |
| Avg. volume 6M: |
|
3.17 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.84% |
| Volatility 6M: |
|
60.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
