BNP Paribas Call 95 AZN 21.03.2025
/ DE000PL1B2T3
BNP Paribas Call 95 AZN 21.03.202.../ DE000PL1B2T3 /
| 24/01/2025 16:47:08 |
Chg.+0.020 |
Bid17:29:13 |
Ask17:29:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.940EUR |
+1.04% |
1.940
Bid Size: 8,000 |
1.960
Ask Size: 8,000 |
Astrazeneca PLC ORD ... |
95.00 GBP |
21/03/2025 |
Call |
Master data
| WKN: |
PL1B2T |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 GBP |
| Maturity: |
21/03/2025 |
| Issue date: |
14/11/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.92 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
1.86 |
| Time value: |
0.10 |
| Break-even: |
132.60 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.03% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
6.18 |
| Rho: |
0.15 |
Quote data
| Open: |
1.960 |
| High: |
1.980 |
| Low: |
1.900 |
| Previous Close: |
1.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.74% |
| 1 Month |
|
|
+35.66% |
| 3 Months |
|
|
- |
| YTD |
|
|
+32.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.940 |
1.700 |
| 1M High / 1M Low: |
1.940 |
1.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
24/01/2025 |
1.940 |
| Low (YTD): |
15/01/2025 |
1.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.860 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.696 |
| Avg. volume 1M: |
|
757.895 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |