BNP Paribas Call 110 AZN 19.12.2025
/ DE000PC5CA26
BNP Paribas Call 110 AZN 19.12.20.../ DE000PC5CA26 /
| 2024-06-19 5:21:07 PM |
Chg.-0.040 |
Bid9:19:58 AM |
Ask9:19:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.110EUR |
-1.27% |
3.110
Bid Size: 9,000 |
3.120
Ask Size: 9,000 |
Astrazeneca PLC ORD ... |
110.00 GBP |
2025-12-19 |
Call |
Master data
| WKN: |
PC5CA2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 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: |
4.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.00 |
| Intrinsic value: |
1.59 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
1.59 |
| Time value: |
1.57 |
| Break-even: |
161.76 |
| Moneyness: |
1.12 |
| Premium: |
0.11 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.32% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
3.46 |
| Rho: |
1.17 |
Quote data
| Open: |
2.950 |
| High: |
3.110 |
| Low: |
2.950 |
| Previous Close: |
3.150 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.27% |
| 1 Month |
|
|
+11.07% |
| 3 Months |
|
|
+115.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.270 |
3.110 |
| 1M High / 1M Low: |
3.320 |
2.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.174 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.087 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
