BNP Paribas Call 110 EXPE 20.09.2024
/ DE000PC9P4Z1
BNP Paribas Call 110 EXPE 20.09.2.../ DE000PC9P4Z1 /
| 16/07/2024 21:20:30 |
Chg.+0.680 |
Bid21:23:39 |
Ask21:23:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.040EUR |
+28.81% |
3.070
Bid Size: 4,800 |
3.090
Ask Size: 4,800 |
Expedia Group Inc |
110.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC9P4Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
13/05/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.24 |
| Intrinsic value: |
2.07 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.39 |
| Parity: |
2.07 |
| Time value: |
0.27 |
| Break-even: |
124.33 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
0.86% |
| Delta: |
0.85 |
| Theta: |
-0.05 |
| Omega: |
4.43 |
| Rho: |
0.15 |
Quote data
| Open: |
2.340 |
| High: |
3.040 |
| Low: |
2.300 |
| Previous Close: |
2.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.45% |
| 1 Month |
|
|
+67.03% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.360 |
2.030 |
| 1M High / 1M Low: |
2.360 |
1.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.174 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.930 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
