BNP Paribas Call 148 AMZ 17.05.2024
/ DE000PC321W4
BNP Paribas Call 148 AMZ 17.05.20.../ DE000PC321W4 /
| 2024-04-16 10:23:53 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.43EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMAZON.COM INC. D... |
148.00 - |
2024-05-17 |
Call |
Master data
| WKN: |
PC321W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AMAZON.COM INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
148.00 - |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-01-29 |
| Last trading day: |
2024-04-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.61 |
| Intrinsic value: |
2.60 |
| Implied volatility: |
2.34 |
| Historic volatility: |
0.26 |
| Parity: |
2.60 |
| Time value: |
0.90 |
| Break-even: |
183.00 |
| Moneyness: |
1.18 |
| Premium: |
0.05 |
| Premium p.a.: |
20.13 |
| Spread abs.: |
0.05 |
| Spread %: |
1.45% |
| Delta: |
0.76 |
| Theta: |
-1.38 |
| Omega: |
3.76 |
| Rho: |
0.02 |
Quote data
| Open: |
3.45 |
| High: |
3.45 |
| Low: |
3.43 |
| Previous Close: |
3.81 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-5.77% |
| 3 Months |
|
|
+37.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.97 |
3.43 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
