BNP Paribas Call 158 AMZN 19.09.2025
/ DE000PC1BA05
BNP Paribas Call 158 AMZN 19.09.2.../ DE000PC1BA05 /
| 11/12/2024 8:52:23 AM |
Chg.-0.17 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.64EUR |
-2.93% |
-
Bid Size: - |
-
Ask Size: - |
Amazon.com Inc |
158.00 USD |
9/19/2025 |
Call |
Master data
| WKN: |
PC1BA0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Amazon.com Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
158.00 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: |
3.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.14 |
| Intrinsic value: |
4.58 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.25 |
| Parity: |
4.58 |
| Time value: |
1.11 |
| Break-even: |
205.07 |
| Moneyness: |
1.31 |
| Premium: |
0.06 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.35% |
| Delta: |
0.84 |
| Theta: |
-0.04 |
| Omega: |
2.86 |
| Rho: |
0.90 |
Quote data
| Open: |
5.64 |
| High: |
5.64 |
| Low: |
5.64 |
| Previous Close: |
5.81 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.51% |
| 1 Month |
|
|
+37.56% |
| 3 Months |
|
|
+86.14% |
| YTD |
|
|
+100.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.90 |
4.68 |
| 1M High / 1M Low: |
5.90 |
4.02 |
| 6M High / 6M Low: |
5.90 |
2.28 |
| High (YTD): |
11/8/2024 |
5.90 |
| Low (YTD): |
8/5/2024 |
2.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.24 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.87% |
| Volatility 6M: |
|
101.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
