BNP Paribas Call 100 AZN 19.12.2025
/ DE000PC5CA34
BNP Paribas Call 100 AZN 19.12.20.../ DE000PC5CA34 /
9/25/2024 9:50:34 AM |
Chg.-0.09 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.83EUR |
-3.08% |
- Bid Size: - |
- Ask Size: - |
Astrazeneca PLC ORD ... |
100.00 GBP |
12/19/2025 |
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: |
12/19/2025 |
Issue date: |
2/20/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.68 |
Intrinsic value: |
1.81 |
Implied volatility: |
0.26 |
Historic volatility: |
0.22 |
Parity: |
1.81 |
Time value: |
1.07 |
Break-even: |
148.78 |
Moneyness: |
1.15 |
Premium: |
0.08 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.35% |
Delta: |
0.78 |
Theta: |
-0.02 |
Omega: |
3.74 |
Rho: |
0.97 |
Quote data
Open: |
2.83 |
High: |
2.83 |
Low: |
2.83 |
Previous Close: |
2.92 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.65% |
1 Month |
|
|
-37.39% |
3 Months |
|
|
-29.95% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.29 |
2.92 |
1M High / 1M Low: |
4.68 |
2.92 |
6M High / 6M Low: |
4.68 |
2.08 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.15 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.84 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.58 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
72.20% |
Volatility 6M: |
|
65.47% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |