BNP Paribas Call 90 AZN 20.12.2024
/ DE000PC5CAU1
BNP Paribas Call 90 AZN 20.12.202.../ DE000PC5CAU1 /
| 8/1/2024 10:08:15 AM |
Chg.-0.02 |
Bid4:13:28 PM |
Ask4:13:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.08EUR |
-0.49% |
4.26
Bid Size: 6,000 |
4.28
Ask Size: 6,000 |
Astrazeneca PLC ORD ... |
90.00 GBP |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
2/20/2024 |
| Last trading day: |
12/19/2024 |
| 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: |
|
- |
