BNP Paribas Call 130 AZN 20.06.2025
/ DE000PC8HB68
BNP Paribas Call 130 AZN 20.06.20.../ DE000PC8HB68 /
| 2024-06-21 9:59:32 AM |
Chg.- |
Bid9:13:43 AM |
Ask9:13:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.41EUR |
- |
1.39
Bid Size: 13,000 |
1.40
Ask Size: 13,000 |
Astrazeneca PLC ORD ... |
130.00 GBP |
2025-06-20 |
Call |
Master data
| WKN: |
PC8HB6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 GBP |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
-0.61 |
| Time value: |
1.46 |
| Break-even: |
168.33 |
| Moneyness: |
0.96 |
| Premium: |
0.14 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.69% |
| Delta: |
0.54 |
| Theta: |
-0.03 |
| Omega: |
5.49 |
| Rho: |
0.65 |
Quote data
| Open: |
1.41 |
| High: |
1.41 |
| Low: |
1.41 |
| Previous Close: |
1.35 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.73% |
| 1 Month |
|
|
+3.68% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.48 |
1.32 |
| 1M High / 1M Low: |
1.53 |
1.17 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
