BNP Paribas Call 122 AMZN 19.12.2025
/ DE000PC1BB04
BNP Paribas Call 122 AMZN 19.12.2.../ DE000PC1BB04 /
2024-10-09 9:50:24 PM |
Chg.+0.240 |
Bid9:59:11 PM |
Ask9:59:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.770EUR |
+3.68% |
6.760 Bid Size: 19,000 |
6.780 Ask Size: 19,000 |
Amazon.com Inc |
122.00 USD |
2025-12-19 |
Call |
Master data
WKN: |
PC1BB0 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Amazon.com Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
122.00 USD |
Maturity: |
2025-12-19 |
Issue date: |
2023-12-07 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.04 |
Intrinsic value: |
5.53 |
Implied volatility: |
0.44 |
Historic volatility: |
0.25 |
Parity: |
5.53 |
Time value: |
1.02 |
Break-even: |
176.66 |
Moneyness: |
1.50 |
Premium: |
0.06 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
0.31% |
Delta: |
0.88 |
Theta: |
-0.03 |
Omega: |
2.23 |
Rho: |
0.97 |
Quote data
Open: |
6.490 |
High: |
6.780 |
Low: |
6.490 |
Previous Close: |
6.530 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+1.65% |
1 Month |
|
|
+14.36% |
3 Months |
|
|
-19.40% |
YTD |
|
|
+40.17% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.790 |
6.390 |
1M High / 1M Low: |
7.380 |
5.920 |
6M High / 6M Low: |
8.490 |
4.970 |
High (YTD): |
2024-07-02 |
8.490 |
Low (YTD): |
2024-01-04 |
4.230 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.558 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.767 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.886 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
52.98% |
Volatility 6M: |
|
62.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |