BNP Paribas Call 120 AZN 19.12.2025
/ DE000PC5CAZ0
BNP Paribas Call 120 AZN 19.12.20.../ DE000PC5CAZ0 /
| 2024-09-25 4:21:01 PM |
Chg.+0.010 |
Bid5:08:31 PM |
Ask5:08:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.530EUR |
+0.66% |
1.530
Bid Size: 13,000 |
1.540
Ask Size: 13,000 |
Astrazeneca PLC ORD ... |
120.00 GBP |
2025-12-19 |
Call |
Master data
| WKN: |
PC5CAZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 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: |
9.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.22 |
| Parity: |
-0.59 |
| Time value: |
1.53 |
| Break-even: |
159.28 |
| Moneyness: |
0.96 |
| Premium: |
0.15 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.66% |
| Delta: |
0.55 |
| Theta: |
-0.02 |
| Omega: |
5.00 |
| Rho: |
0.76 |
Quote data
| Open: |
1.510 |
| High: |
1.550 |
| Low: |
1.500 |
| Previous Close: |
1.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.53% |
| 1 Month |
|
|
-46.50% |
| 3 Months |
|
|
-40.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.800 |
1.520 |
| 1M High / 1M Low: |
3.000 |
1.520 |
| 6M High / 6M Low: |
3.000 |
1.100 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.682 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.287 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.174 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.54% |
| Volatility 6M: |
|
84.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
