BNP Paribas Call 156 AMZN 19.09.2025
/ DE000PC1BAZ1
BNP Paribas Call 156 AMZN 19.09.2.../ DE000PC1BAZ1 /
| 11/13/2024 8:50:44 AM |
Chg.+0.010 |
Bid9:10:09 AM |
Ask9:10:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.990EUR |
+0.17% |
5.970
Bid Size: 4,000 |
5.990
Ask Size: 4,000 |
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: |
3.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.50 |
| Intrinsic value: |
4.98 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.25 |
| Parity: |
4.98 |
| Time value: |
1.07 |
| Break-even: |
207.44 |
| Moneyness: |
1.34 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.33% |
| Delta: |
0.85 |
| Theta: |
-0.04 |
| Omega: |
2.76 |
| Rho: |
0.91 |
Quote data
| Open: |
5.980 |
| High: |
5.990 |
| Low: |
5.980 |
| Previous Close: |
5.980 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.90% |
| 1 Month |
|
|
+35.83% |
| 3 Months |
|
|
+85.45% |
| YTD |
|
|
+107.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.020 |
5.710 |
| 1M High / 1M Low: |
6.020 |
4.110 |
| 6M High / 6M Low: |
6.020 |
2.810 |
| High (YTD): |
11/7/2024 |
6.020 |
| Low (YTD): |
1/5/2024 |
2.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.884 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.774 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.367 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.49% |
| Volatility 6M: |
|
88.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
