BNP Paribas Call 120 AZN 19.12.2025
/ DE000PC5CAZ0
BNP Paribas Call 120 AZN 19.12.20.../ DE000PC5CAZ0 /
| 2024-05-29 10:07:49 AM |
Chg.-0.10 |
Bid10:11:51 AM |
Ask10:11:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.14EUR |
-4.46% |
2.15
Bid Size: 11,000 |
2.17
Ask Size: 11,000 |
Astrazeneca PLC ORD ... |
120.00 GBP |
2025-12-19 |
Call |
Master data
| WKN: |
PC5CAZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 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: |
6.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.25 |
| Parity: |
-0.04 |
| Time value: |
2.15 |
| Break-even: |
162.55 |
| Moneyness: |
1.00 |
| Premium: |
0.16 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.94% |
| Delta: |
0.63 |
| Theta: |
-0.02 |
| Omega: |
4.13 |
| Rho: |
1.05 |
Quote data
| Open: |
2.14 |
| High: |
2.14 |
| Low: |
2.14 |
| Previous Close: |
2.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.83% |
| 1 Month |
|
|
-1.83% |
| 3 Months |
|
|
+114.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.40 |
2.24 |
| 1M High / 1M Low: |
2.40 |
2.13 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
