BNP Paribas Call 156 AMZN 19.09.2025
/ DE000PC1BAZ1
BNP Paribas Call 156 AMZN 19.09.2.../ DE000PC1BAZ1 /
10/9/2024 9:50:22 PM |
Chg.+0.190 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.110EUR |
+4.85% |
4.100 Bid Size: 22,000 |
4.120 Ask Size: 22,000 |
Amazon.com Inc |
156.00 USD |
9/19/2025 |
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: |
9/19/2025 |
Issue date: |
12/7/2023 |
Last trading day: |
9/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.32 |
Intrinsic value: |
2.43 |
Implied volatility: |
0.38 |
Historic volatility: |
0.25 |
Parity: |
2.43 |
Time value: |
1.50 |
Break-even: |
181.43 |
Moneyness: |
1.17 |
Premium: |
0.09 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
0.26% |
Delta: |
0.76 |
Theta: |
-0.04 |
Omega: |
3.21 |
Rho: |
0.82 |
Quote data
Open: |
3.890 |
High: |
4.120 |
Low: |
3.880 |
Previous Close: |
3.920 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+1.23% |
1 Month |
|
|
+18.79% |
3 Months |
|
|
-27.89% |
YTD |
|
|
+42.71% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.150 |
3.810 |
1M High / 1M Low: |
4.710 |
3.460 |
6M High / 6M Low: |
5.800 |
2.810 |
High (YTD): |
7/2/2024 |
5.800 |
Low (YTD): |
1/5/2024 |
2.380 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.958 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.171 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.367 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
75.02% |
Volatility 6M: |
|
84.08% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |