BNP Paribas Call 90 AZN 20.12.2024
/ DE000PC5CAU1
BNP Paribas Call 90 AZN 20.12.202.../ DE000PC5CAU1 /
2024-08-01 10:08:15 AM |
Chg.-0.02 |
Bid12:42:01 PM |
Ask12:42:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.08EUR |
-0.49% |
4.09 Bid Size: 7,000 |
4.11 Ask Size: 7,000 |
Astrazeneca PLC ORD ... |
90.00 GBP |
2024-12-20 |
Call |
Master data
WKN: |
PC5CAU |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 GBP |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-20 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.08 |
Intrinsic value: |
3.93 |
Implied volatility: |
0.30 |
Historic volatility: |
0.22 |
Parity: |
3.93 |
Time value: |
0.19 |
Break-even: |
148.08 |
Moneyness: |
1.37 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.02 |
Spread %: |
0.49% |
Delta: |
0.97 |
Theta: |
-0.02 |
Omega: |
3.43 |
Rho: |
0.39 |
Quote data
Open: |
4.08 |
High: |
4.08 |
Low: |
4.08 |
Previous Close: |
4.10 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.27% |
1 Month |
|
|
-1.69% |
3 Months |
|
|
+4.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.17 |
3.70 |
1M High / 1M Low: |
4.18 |
3.70 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.98 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.95 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
74.35% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |