BNP Paribas Call 156 AMZN 19.09.2025
/ DE000PC1BAZ1
BNP Paribas Call 156 AMZN 19.09.2.../ DE000PC1BAZ1 /
| 2024-10-09 8:54:38 AM |
Chg.+0.13 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.90EUR |
+3.45% |
-
Bid Size: - |
-
Ask Size: - |
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: |
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: |
3.90 |
| High: |
3.90 |
| Low: |
3.90 |
| Previous Close: |
3.77 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.50% |
| 1 Month |
|
|
+17.12% |
| 3 Months |
|
|
-31.58% |
| YTD |
|
|
+34.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.19 |
3.77 |
| 1M High / 1M Low: |
4.70 |
3.33 |
| 6M High / 6M Low: |
5.84 |
2.20 |
| High (YTD): |
2024-07-03 |
5.84 |
| Low (YTD): |
2024-08-05 |
2.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.97% |
| Volatility 6M: |
|
108.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
