BNP Paribas Call 120 AZN 20.06.2025
/ DE000PC5CAV9
BNP Paribas Call 120 AZN 20.06.20.../ DE000PC5CAV9 /
| 1/10/2025 9:47:23 AM |
Chg.+0.080 |
Bid5:10:12 PM |
Ask5:10:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+18.60% |
0.510
Bid Size: 22,000 |
0.520
Ask Size: 22,000 |
Astrazeneca PLC ORD ... |
120.00 GBP |
6/20/2025 |
Call |
Master data
| WKN: |
PC5CAV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 GBP |
| Maturity: |
6/20/2025 |
| Issue date: |
2/20/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
-1.18 |
| Time value: |
0.51 |
| Break-even: |
148.49 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
0.36 |
| Theta: |
-0.03 |
| Omega: |
9.40 |
| Rho: |
0.19 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.50% |
| 1 Month |
|
|
+10.87% |
| 3 Months |
|
|
-57.85% |
| YTD |
|
|
+45.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.360 |
| 1M High / 1M Low: |
0.460 |
0.290 |
| 6M High / 6M Low: |
2.520 |
0.240 |
| High (YTD): |
1/9/2025 |
0.430 |
| Low (YTD): |
1/2/2025 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.392 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.368 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.190 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.65% |
| Volatility 6M: |
|
165.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |