BNP Paribas Call 110 AZN 19.09.2025
/ DE000PG8Y371
BNP Paribas Call 110 AZN 19.09.20.../ DE000PG8Y371 /
| 1/10/2025 9:49:46 AM |
Chg.+0.12 |
Bid12:27:27 PM |
Ask12:27:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
+10.81% |
1.21
Bid Size: 13,000 |
1.22
Ask Size: 13,000 |
Astrazeneca PLC ORD ... |
110.00 GBP |
9/19/2025 |
Call |
Master data
| WKN: |
PG8Y37 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 GBP |
| Maturity: |
9/19/2025 |
| Issue date: |
10/2/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
0.01 |
| Time value: |
1.22 |
| Break-even: |
143.74 |
| Moneyness: |
1.00 |
| Premium: |
0.09 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.82% |
| Delta: |
0.58 |
| Theta: |
-0.03 |
| Omega: |
6.21 |
| Rho: |
0.44 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.14% |
| 1 Month |
|
|
+10.81% |
| 3 Months |
|
|
-40.87% |
| YTD |
|
|
+30.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.11 |
0.99 |
| 1M High / 1M Low: |
1.11 |
0.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
1.11 |
| Low (YTD): |
1/2/2025 |
0.91 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |