BNP Paribas Call 90 AZN 19.12.2025
/ DE000PC5CA42
BNP Paribas Call 90 AZN 19.12.202.../ DE000PC5CA42 /
| 2024-09-25 9:50:34 AM |
Chg.-0.11 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.67EUR |
-2.91% |
-
Bid Size: - |
-
Ask Size: - |
Astrazeneca PLC ORD ... |
90.00 GBP |
2025-12-19 |
Call |
Master data
| WKN: |
PC5CA4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 GBP |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.60 |
| Intrinsic value: |
3.01 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.22 |
| Parity: |
3.01 |
| Time value: |
0.73 |
| Break-even: |
145.38 |
| Moneyness: |
1.28 |
| Premium: |
0.05 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.54% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
3.21 |
| Rho: |
1.02 |
Quote data
| Open: |
3.67 |
| High: |
3.67 |
| Low: |
3.67 |
| Previous Close: |
3.78 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.78% |
| 1 Month |
|
|
-32.78% |
| 3 Months |
|
|
-27.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.16 |
3.67 |
| 1M High / 1M Low: |
5.64 |
3.67 |
| 6M High / 6M Low: |
5.64 |
2.77 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.24% |
| Volatility 6M: |
|
56.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
