BNP Paribas Call 100 AZN 20.12.2024
/ DE000PC3BU41
BNP Paribas Call 100 AZN 20.12.20.../ DE000PC3BU41 /
| 2024-06-04 5:20:50 PM |
Chg.+0.050 |
Bid5:26:23 PM |
Ask5:26:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.280EUR |
+1.55% |
3.280
Bid Size: 7,000 |
3.300
Ask Size: 7,000 |
Astrazeneca PLC ORD ... |
100.00 GBP |
2024-12-20 |
Call |
Master data
| WKN: |
PC3BU4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.11 |
| Intrinsic value: |
2.76 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
2.76 |
| Time value: |
0.49 |
| Break-even: |
149.95 |
| Moneyness: |
1.23 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.62% |
| Delta: |
0.87 |
| Theta: |
-0.03 |
| Omega: |
3.86 |
| Rho: |
0.51 |
Quote data
| Open: |
3.240 |
| High: |
3.310 |
| Low: |
3.240 |
| Previous Close: |
3.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.09% |
| 1 Month |
|
|
+13.49% |
| 3 Months |
|
|
+158.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.230 |
2.760 |
| 1M High / 1M Low: |
3.280 |
2.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.954 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.074 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
