BNP Paribas Call 195 AMZN 19.07.2.../  DE000PC5DKA0  /

EUWAX
2024-07-05  8:34:05 AM Chg.-0.010 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.560EUR -1.75% -
Bid Size: -
-
Ask Size: -
Amazon.com Inc 195.00 USD 2024-07-19 Call
 

Master data

WKN: PC5DKA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Amazon.com Inc
Type: Warrant
Option type: Call
Strike price: 195.00 USD
Maturity: 2024-07-19
Issue date: 2024-02-21
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.96
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.46
Implied volatility: 0.27
Historic volatility: 0.25
Parity: 0.46
Time value: 0.20
Break-even: 186.50
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 1.54%
Delta: 0.71
Theta: -0.14
Omega: 19.82
Rho: 0.04
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.570
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+229.41%
3 Months
  -13.85%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.490
1M High / 1M Low: 0.740 0.150
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.584
Avg. volume 1W:   0.000
Avg. price 1M:   0.315
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   476.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -