BNP Paribas Call 115 AZN 21.06.2024
/ DE000PC3BUT8
BNP Paribas Call 115 AZN 21.06.20.../ DE000PC3BUT8 /
| 2024-05-02 10:20:58 AM |
Chg.+0.170 |
Bid10:29:00 AM |
Ask10:29:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
+18.28% |
1.110
Bid Size: 8,000 |
1.130
Ask Size: 8,000 |
Astrazeneca PLC ORD ... |
115.00 GBP |
2024-06-21 |
Call |
Master data
| WKN: |
PC3BUT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 GBP |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.24 |
| Parity: |
0.66 |
| Time value: |
0.28 |
| Break-even: |
143.87 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
1.08% |
| Delta: |
0.74 |
| Theta: |
-0.05 |
| Omega: |
11.07 |
| Rho: |
0.13 |
Quote data
| Open: |
1.050 |
| High: |
1.100 |
| Low: |
1.050 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.91% |
| 1 Month |
|
|
+358.33% |
| 3 Months |
|
|
+358.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.930 |
| 1M High / 1M Low: |
1.010 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.960 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.441 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
447.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
