BNP Paribas Call 140 AZN 20.06.2025
/ DE000PC836H2
BNP Paribas Call 140 AZN 20.06.20.../ DE000PC836H2 /
| 1/10/2025 4:47:06 PM |
Chg.+0.010 |
Bid1/10/2025 |
Ask1/10/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+10.00% |
0.110
Bid Size: 89,000 |
0.120
Ask Size: 89,000 |
Astrazeneca PLC ORD ... |
140.00 GBP |
6/20/2025 |
Call |
Master data
| WKN: |
PC836H |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 GBP |
| Maturity: |
6/20/2025 |
| Issue date: |
4/30/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
109.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
-3.57 |
| Time value: |
0.12 |
| Break-even: |
168.49 |
| Moneyness: |
0.79 |
| Premium: |
0.28 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
0.11 |
| Theta: |
-0.01 |
| Omega: |
12.53 |
| Rho: |
0.06 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.100 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.24% |
| 1 Month |
|
|
+23.60% |
| 3 Months |
|
|
-71.05% |
| YTD |
|
|
+57.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.073 |
| 1M High / 1M Low: |
0.100 |
0.055 |
| 6M High / 6M Low: |
1.180 |
0.048 |
| High (YTD): |
1/9/2025 |
0.100 |
| Low (YTD): |
1/7/2025 |
0.073 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.083 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.076 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.458 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.50% |
| Volatility 6M: |
|
209.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |