BNP Paribas Call 95 AZN 20.06.2025
/ DE000PL1CD93
BNP Paribas Call 95 AZN 20.06.202.../ DE000PL1CD93 /
| 1/10/2025 9:48:04 AM |
Chg.+0.17 |
Bid5:09:58 PM |
Ask5:09:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.12EUR |
+8.72% |
2.12
Bid Size: 9,000 |
2.14
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: |
6.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.09 |
| Intrinsic value: |
1.80 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
1.80 |
| Time value: |
0.34 |
| Break-even: |
134.92 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.94% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
5.20 |
| Rho: |
0.40 |
Quote data
| Open: |
2.12 |
| High: |
2.12 |
| Low: |
2.12 |
| Previous Close: |
1.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.98% |
| 1 Month |
|
|
+9.28% |
| 3 Months |
|
|
- |
| YTD |
|
|
+24.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.95 |
1.78 |
| 1M High / 1M Low: |
1.95 |
1.51 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
1.95 |
| Low (YTD): |
1/2/2025 |
1.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |