BNP Paribas Call 95 AZN 20.12.2024
/ DE000PC39XM4
BNP Paribas Call 95 AZN 20.12.202.../ DE000PC39XM4 /
| 2024-11-13 5:20:52 PM |
Chg.+0.100 |
Bid5:29:03 PM |
Ask5:29:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
+11.63% |
-
Bid Size: - |
-
Ask Size: - |
Astrazeneca PLC ORD ... |
95.00 GBP |
2024-12-20 |
Call |
Master data
| WKN: |
PC39XM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.23 |
| Parity: |
0.79 |
| Time value: |
0.07 |
| Break-even: |
122.60 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.18% |
| Delta: |
0.90 |
| Theta: |
-0.03 |
| Omega: |
12.73 |
| Rho: |
0.10 |
Quote data
| Open: |
1.030 |
| High: |
1.110 |
| Low: |
0.940 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.32% |
| 1 Month |
|
|
-68.63% |
| 3 Months |
|
|
-77.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.760 |
| 1M High / 1M Low: |
3.210 |
0.760 |
| 6M High / 6M Low: |
4.690 |
0.760 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.870 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.163 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.357 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.96% |
| Volatility 6M: |
|
99.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
