BNP Paribas Call 169 AMZN 17.05.2024
/ DE000PC322H3
BNP Paribas Call 169 AMZN 17.05.2.../ DE000PC322H3 /
2024-05-10 9:50:27 PM |
Chg.-0.210 |
Bid9:59:28 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.730EUR |
-10.82% |
1.730 Bid Size: 34,000 |
- Ask Size: - |
Amazon.com Inc |
169.00 USD |
2024-05-17 |
Call |
Master data
WKN: |
PC322H |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Amazon.com Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
169.00 USD |
Maturity: |
2024-05-17 |
Issue date: |
2024-01-29 |
Last trading day: |
2024-05-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.73 |
Intrinsic value: |
1.72 |
Implied volatility: |
0.98 |
Historic volatility: |
0.26 |
Parity: |
1.72 |
Time value: |
0.24 |
Break-even: |
176.49 |
Moneyness: |
1.11 |
Premium: |
0.01 |
Premium p.a.: |
1.34 |
Spread abs.: |
0.23 |
Spread %: |
13.29% |
Delta: |
0.81 |
Theta: |
-0.50 |
Omega: |
7.24 |
Rho: |
0.02 |
Quote data
Open: |
1.970 |
High: |
1.990 |
Low: |
1.700 |
Previous Close: |
1.940 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+5.49% |
1 Month |
|
|
-21.00% |
3 Months |
|
|
+24.46% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.940 |
1.730 |
1M High / 1M Low: |
2.190 |
0.990 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.824 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.564 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
225.58% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |