BNP Paribas Call 110 AZN 19.12.2025
/ DE000PC5CA26
BNP Paribas Call 110 AZN 19.12.20.../ DE000PC5CA26 /
| 2024-05-29 1:21:03 PM |
Chg.-0.010 |
Bid1:24:17 PM |
Ask1:24:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.760EUR |
-0.36% |
2.770
Bid Size: 9,000 |
2.790
Ask Size: 9,000 |
Astrazeneca PLC ORD ... |
110.00 GBP |
2025-12-19 |
Call |
Master data
| WKN: |
PC5CA2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 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: |
5.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.71 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.25 |
| Parity: |
1.14 |
| Time value: |
1.65 |
| Break-even: |
157.20 |
| Moneyness: |
1.09 |
| Premium: |
0.12 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.72% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
3.67 |
| Rho: |
1.16 |
Quote data
| Open: |
2.810 |
| High: |
2.810 |
| Low: |
2.760 |
| Previous Close: |
2.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.39% |
| 1 Month |
|
|
-1.08% |
| 3 Months |
|
|
+102.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.130 |
2.770 |
| 1M High / 1M Low: |
3.130 |
2.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.005 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.919 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
