BNP Paribas Call 140 AZN 19.12.2025
/ DE000PC8HB76
BNP Paribas Call 140 AZN 19.12.20.../ DE000PC8HB76 /
9/20/2024 5:21:06 PM |
Chg.-0.060 |
Bid9/20/2024 |
Ask9/20/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.830EUR |
-6.74% |
0.830 Bid Size: 20,000 |
0.840 Ask Size: 20,000 |
Astrazeneca PLC ORD ... |
140.00 GBP |
12/19/2025 |
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: |
12/19/2025 |
Issue date: |
4/17/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.67 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.22 |
Parity: |
-2.66 |
Time value: |
0.84 |
Break-even: |
175.46 |
Moneyness: |
0.84 |
Premium: |
0.25 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.01 |
Spread %: |
1.20% |
Delta: |
0.37 |
Theta: |
-0.02 |
Omega: |
6.14 |
Rho: |
0.54 |
Quote data
Open: |
0.870 |
High: |
0.880 |
Low: |
0.830 |
Previous Close: |
0.890 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-8.79% |
1 Month |
|
|
-46.79% |
3 Months |
|
|
-43.54% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.950 |
0.830 |
1M High / 1M Low: |
1.730 |
0.830 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.896 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.321 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
89.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |