BNP Paribas Call 130 AZN 21.03.2025
/ DE000PG4VND9
BNP Paribas Call 130 AZN 21.03.20.../ DE000PG4VND9 /
| 1/24/2025 4:47:09 PM |
Chg.+0.002 |
Bid5:12:35 PM |
Ask5:12:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.030EUR |
+7.14% |
0.029
Bid Size: 100,000 |
0.039
Ask Size: 100,000 |
Astrazeneca PLC ORD ... |
130.00 GBP |
3/21/2025 |
Call |
Master data
| WKN: |
PG4VND |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 GBP |
| Maturity: |
3/21/2025 |
| Issue date: |
7/25/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
337.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.22 |
| Parity: |
-2.31 |
| Time value: |
0.04 |
| Break-even: |
155.02 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
1.97 |
| Spread abs.: |
0.01 |
| Spread %: |
34.48% |
| Delta: |
0.07 |
| Theta: |
-0.02 |
| Omega: |
23.07 |
| Rho: |
0.01 |
Quote data
| Open: |
0.029 |
| High: |
0.030 |
| Low: |
0.026 |
| Previous Close: |
0.028 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.92% |
| 1 Month |
|
|
-11.76% |
| 3 Months |
|
|
-90.91% |
| YTD |
|
|
-11.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.030 |
0.025 |
| 1M High / 1M Low: |
0.060 |
0.020 |
| 6M High / 6M Low: |
1.500 |
0.020 |
| High (YTD): |
1/10/2025 |
0.060 |
| Low (YTD): |
1/15/2025 |
0.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.028 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.034 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.470 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
358.82% |
| Volatility 6M: |
|
285.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |