BNP Paribas Call 153 AMZ 17.05.2024
/ DE000PC32111
BNP Paribas Call 153 AMZ 17.05.20.../ DE000PC32111 /
2024-05-10 9:50:27 PM |
Chg.-0.200 |
Bid9:59:54 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.210EUR |
-5.87% |
- Bid Size: - |
- Ask Size: - |
AMAZON.COM INC. D... |
153.00 - |
2024-05-17 |
Call |
Master data
WKN: |
PC3211 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
AMAZON.COM INC. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
153.00 - |
Maturity: |
2024-05-17 |
Issue date: |
2024-01-29 |
Last trading day: |
2024-05-13 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.78 |
Intrinsic value: |
1.78 |
Implied volatility: |
6.56 |
Historic volatility: |
0.26 |
Parity: |
1.78 |
Time value: |
1.43 |
Break-even: |
185.10 |
Moneyness: |
1.12 |
Premium: |
0.08 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.69 |
Theta: |
-10.37 |
Omega: |
3.67 |
Rho: |
0.00 |
Quote data
Open: |
3.440 |
High: |
3.470 |
Low: |
3.180 |
Previous Close: |
3.410 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-5.87% |
1 Month |
|
|
+5.25% |
3 Months |
|
|
+55.83% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.410 |
3.210 |
1M High / 1M Low: |
3.410 |
2.100 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.310 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.812 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
166.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |