BNP Paribas Call 90 ZEG 20.12.2024
/ DE000PC5CAU1
BNP Paribas Call 90 ZEG 20.12.202.../ DE000PC5CAU1 /
8/20/2024 5:20:51 PM |
Chg.+0.060 |
Bid5:29:18 PM |
Ask5:29:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.030EUR |
+1.21% |
- Bid Size: - |
- Ask Size: - |
ASTRAZENECA PLC D... |
90.00 - |
12/20/2024 |
Call |
Master data
WKN: |
PC5CAU |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ASTRAZENECA PLC DL-,25 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 - |
Maturity: |
12/20/2024 |
Issue date: |
2/20/2024 |
Last trading day: |
8/21/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.61 |
Intrinsic value: |
6.51 |
Implied volatility: |
- |
Historic volatility: |
0.22 |
Parity: |
6.51 |
Time value: |
-1.47 |
Break-even: |
140.40 |
Moneyness: |
1.72 |
Premium: |
-0.09 |
Premium p.a.: |
-0.27 |
Spread abs.: |
0.02 |
Spread %: |
0.40% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
4.980 |
High: |
5.030 |
Low: |
4.960 |
Previous Close: |
4.970 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+1.21% |
1 Month |
|
|
+27.34% |
3 Months |
|
|
+19.48% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.030 |
4.970 |
1M High / 1M Low: |
5.070 |
3.950 |
6M High / 6M Low: |
5.070 |
2.000 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.000 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.501 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.609 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
51.33% |
Volatility 6M: |
|
67.10% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |