BNP Paribas Call 110 AZN 20.06.2025
/ DE000PC5CAW7
BNP Paribas Call 110 AZN 20.06.20.../ DE000PC5CAW7 /
| 2024-09-25 5:21:10 PM |
Chg.+0.010 |
Bid5:27:55 PM |
Ask5:27:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.680EUR |
+0.60% |
1.700
Bid Size: 10,000 |
1.710
Ask Size: 10,000 |
Astrazeneca PLC ORD ... |
110.00 GBP |
2025-06-20 |
Call |
Master data
| WKN: |
PC5CAW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 GBP |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.22 |
| Parity: |
0.61 |
| Time value: |
1.07 |
| Break-even: |
148.78 |
| Moneyness: |
1.05 |
| Premium: |
0.08 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.60% |
| Delta: |
0.67 |
| Theta: |
-0.03 |
| Omega: |
5.47 |
| Rho: |
0.55 |
Quote data
| Open: |
1.660 |
| High: |
1.710 |
| Low: |
1.650 |
| Previous Close: |
1.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.00% |
| 1 Month |
|
|
-47.66% |
| 3 Months |
|
|
-40.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.010 |
1.670 |
| 1M High / 1M Low: |
3.390 |
1.670 |
| 6M High / 6M Low: |
3.390 |
1.220 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.868 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.575 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.436 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.05% |
| Volatility 6M: |
|
87.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
