BNP Paribas Call 120 AZN 20.06.2025
/ DE000PC5CAV9
BNP Paribas Call 120 AZN 20.06.20.../ DE000PC5CAV9 /
| 2024-09-25 9:50:34 AM |
Chg.-0.07 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
-6.54% |
-
Bid Size: - |
-
Ask Size: - |
Astrazeneca PLC ORD ... |
120.00 GBP |
2025-06-20 |
Call |
Master data
| WKN: |
PC5CAV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 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: |
13.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.22 |
| Parity: |
-0.59 |
| Time value: |
1.04 |
| Break-even: |
154.38 |
| Moneyness: |
0.96 |
| Premium: |
0.12 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.97% |
| Delta: |
0.51 |
| Theta: |
-0.03 |
| Omega: |
6.75 |
| Rho: |
0.44 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
1.07 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.81% |
| 1 Month |
|
|
-58.68% |
| 3 Months |
|
|
-51.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.36 |
1.07 |
| 1M High / 1M Low: |
2.52 |
1.07 |
| 6M High / 6M Low: |
2.52 |
0.76 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.73 |
| Avg. volume 6M: |
|
47.62 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.48% |
| Volatility 6M: |
|
107.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
