BNP Paribas Call 130 AZN 19.12.2025
/ DE000PC8HB84
BNP Paribas Call 130 AZN 19.12.20.../ DE000PC8HB84 /
| 2024-09-25 5:20:57 PM |
Chg.0.000 |
Bid5:23:05 PM |
Ask5:23:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
0.00% |
1.060
Bid Size: 17,000 |
1.070
Ask Size: 17,000 |
Astrazeneca PLC ORD ... |
130.00 GBP |
2025-12-19 |
Call |
Master data
| WKN: |
PC8HB8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 GBP |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.22 |
| Parity: |
-1.79 |
| Time value: |
1.06 |
| Break-even: |
166.57 |
| Moneyness: |
0.89 |
| Premium: |
0.21 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.95% |
| Delta: |
0.44 |
| Theta: |
-0.02 |
| Omega: |
5.70 |
| Rho: |
0.61 |
Quote data
| Open: |
1.040 |
| High: |
1.070 |
| Low: |
1.030 |
| Previous Close: |
1.050 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.32% |
| 1 Month |
|
|
-52.05% |
| 3 Months |
|
|
-46.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.280 |
1.050 |
| 1M High / 1M Low: |
2.310 |
1.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.694 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
