BNP Paribas Call 140 AZN 19.12.2025
/ DE000PC8HB76
BNP Paribas Call 140 AZN 19.12.20.../ DE000PC8HB76 /
| 2024-06-24 9:20:54 AM |
Chg.-0.060 |
Bid10:13:21 AM |
Ask10:13:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.410EUR |
-4.08% |
1.420
Bid Size: 14,000 |
1.430
Ask Size: 14,000 |
Astrazeneca PLC ORD ... |
140.00 GBP |
2025-12-19 |
Call |
Master data
| WKN: |
PC8HB7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 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: |
10.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
-1.79 |
| Time value: |
1.47 |
| Break-even: |
180.25 |
| Moneyness: |
0.89 |
| Premium: |
0.22 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.68% |
| Delta: |
0.49 |
| Theta: |
-0.02 |
| Omega: |
4.87 |
| Rho: |
0.85 |
Quote data
| Open: |
1.410 |
| High: |
1.410 |
| Low: |
1.410 |
| Previous Close: |
1.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.76% |
| 1 Month |
|
|
+6.02% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.470 |
1.400 |
| 1M High / 1M Low: |
1.520 |
1.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.432 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.387 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
