BNP Paribas Call 95 AZN 20.06.2025
/ DE000PL1CD93
BNP Paribas Call 95 AZN 20.06.202.../ DE000PL1CD93 /
| 1/24/2025 4:47:08 PM |
Chg.+0.020 |
Bid5:28:25 PM |
Ask5:28:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.110EUR |
+0.96% |
2.110
Bid Size: 9,000 |
2.130
Ask Size: 9,000 |
Astrazeneca PLC ORD ... |
95.00 GBP |
6/20/2025 |
Call |
Master data
| WKN: |
PL1CD9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 GBP |
| Maturity: |
6/20/2025 |
| Issue date: |
11/14/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.22 |
| Parity: |
1.86 |
| Time value: |
0.27 |
| Break-even: |
134.30 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.95% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
5.35 |
| Rho: |
0.37 |
Quote data
| Open: |
2.130 |
| High: |
2.150 |
| Low: |
2.070 |
| Previous Close: |
2.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.93% |
| 1 Month |
|
|
+27.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
+24.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.110 |
1.920 |
| 1M High / 1M Low: |
2.120 |
1.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/10/2025 |
2.120 |
| Low (YTD): |
1/15/2025 |
1.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.042 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.922 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |