BNP Paribas Call 100 AZN 19.12.2025
/ DE000PC5CA34
BNP Paribas Call 100 AZN 19.12.20.../ DE000PC5CA34 /
| 2024-06-19 12:54:59 PM |
Chg.-0.13 |
Bid8:00:02 PM |
Ask8:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.80EUR |
-3.31% |
-
Bid Size: - |
-
Ask Size: - |
Astrazeneca PLC ORD ... |
100.00 GBP |
2025-12-19 |
Call |
Master data
| WKN: |
PC5CA3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 GBP |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.80 |
| Intrinsic value: |
2.78 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
2.78 |
| Time value: |
1.16 |
| Break-even: |
157.73 |
| Moneyness: |
1.23 |
| Premium: |
0.08 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.51% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
3.07 |
| Rho: |
1.23 |
Quote data
| Open: |
3.73 |
| High: |
3.80 |
| Low: |
3.73 |
| Previous Close: |
3.93 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.76% |
| 1 Month |
|
|
+8.26% |
| 3 Months |
|
|
+91.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.02 |
3.80 |
| 1M High / 1M Low: |
4.14 |
3.51 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
