BNP Paribas Call 90 AZN 19.12.2025
/ DE000PC5CA42
BNP Paribas Call 90 AZN 19.12.202.../ DE000PC5CA42 /
| 2024-05-29 11:20:48 AM |
Chg.0.000 |
Bid12:00:52 PM |
Ask12:00:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.340EUR |
0.00% |
4.310
Bid Size: 8,000 |
4.350
Ask Size: 8,000 |
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: |
3.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.34 |
| Intrinsic value: |
3.49 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.25 |
| Parity: |
3.49 |
| Time value: |
0.90 |
| Break-even: |
149.69 |
| Moneyness: |
1.33 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
0.92% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
2.84 |
| Rho: |
1.26 |
Quote data
| Open: |
4.400 |
| High: |
4.400 |
| Low: |
4.340 |
| Previous Close: |
4.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.66% |
| 1 Month |
|
|
-0.69% |
| 3 Months |
|
|
+70.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.770 |
4.340 |
| 1M High / 1M Low: |
4.770 |
4.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.617 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.516 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
44.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
