BNP Paribas Call 156 AMZN 19.09.2025
/ DE000PC1BAZ1
BNP Paribas Call 156 AMZN 19.09.2.../ DE000PC1BAZ1 /
| 2024-07-31 5:05:16 PM |
Chg.+0.320 |
Bid5:14:31 PM |
Ask5:14:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.600EUR |
+7.48% |
4.620
Bid Size: 42,000 |
4.640
Ask Size: 42,000 |
Amazon.com Inc |
156.00 USD |
2025-09-19 |
Call |
Master data
| WKN: |
PC1BAZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Amazon.com Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
156.00 USD |
| Maturity: |
2025-09-19 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.51 |
| Intrinsic value: |
2.38 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.25 |
| Parity: |
2.38 |
| Time value: |
1.87 |
| Break-even: |
186.74 |
| Moneyness: |
1.16 |
| Premium: |
0.11 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.24% |
| Delta: |
0.75 |
| Theta: |
-0.03 |
| Omega: |
2.97 |
| Rho: |
0.95 |
Quote data
| Open: |
4.230 |
| High: |
4.650 |
| Low: |
4.220 |
| Previous Close: |
4.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.75% |
| 1 Month |
|
|
-14.34% |
| 3 Months |
|
|
+2.91% |
| YTD |
|
|
+59.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.370 |
4.220 |
| 1M High / 1M Low: |
5.800 |
4.220 |
| 6M High / 6M Low: |
5.800 |
2.880 |
| High (YTD): |
2024-07-02 |
5.800 |
| Low (YTD): |
2024-01-05 |
2.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.280 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.985 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.508 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.30% |
| Volatility 6M: |
|
73.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
