BNP Paribas Call 173 AMZN 20.09.2024
/ DE000PC1A9W2
BNP Paribas Call 173 AMZN 20.09.2.../ DE000PC1A9W2 /
| 31/07/2024 08:48:54 |
Chg.-0.03 |
Bid17:05:40 |
Ask17:05:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.58EUR |
-1.86% |
1.83
Bid Size: 44,000 |
1.84
Ask Size: 44,000 |
Amazon.com Inc |
173.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC1A9W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Amazon.com Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
173.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
07/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.25 |
| Parity: |
0.81 |
| Time value: |
0.72 |
| Break-even: |
175.25 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
0.66% |
| Delta: |
0.66 |
| Theta: |
-0.10 |
| Omega: |
7.29 |
| Rho: |
0.13 |
Quote data
| Open: |
1.58 |
| High: |
1.58 |
| Low: |
1.58 |
| Previous Close: |
1.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.23% |
| 1 Month |
|
|
-45.52% |
| 3 Months |
|
|
-27.52% |
| YTD |
|
|
+56.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.76 |
1.47 |
| 1M High / 1M Low: |
3.00 |
1.47 |
| 6M High / 6M Low: |
3.00 |
1.03 |
| High (YTD): |
03/07/2024 |
3.00 |
| Low (YTD): |
05/01/2024 |
0.67 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.62% |
| Volatility 6M: |
|
149.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
