BNP Paribas Call 120 EXPE 16.01.2026
/ DE000PC396N5
BNP Paribas Call 120 EXPE 16.01.2.../ DE000PC396N5 /
8/1/2024 9:20:27 PM |
Chg.-0.450 |
Bid8/1/2024 |
Ask8/1/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
2.670EUR |
-14.42% |
2.670 Bid Size: 8,200 |
2.680 Ask Size: 8,200 |
Expedia Group Inc |
120.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
PC396N |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Expedia Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
1/31/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.82 |
Intrinsic value: |
0.71 |
Implied volatility: |
0.46 |
Historic volatility: |
0.40 |
Parity: |
0.71 |
Time value: |
2.41 |
Break-even: |
142.07 |
Moneyness: |
1.06 |
Premium: |
0.20 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
0.32% |
Delta: |
0.69 |
Theta: |
-0.03 |
Omega: |
2.59 |
Rho: |
0.73 |
Quote data
Open: |
3.160 |
High: |
3.170 |
Low: |
2.670 |
Previous Close: |
3.120 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-10.40% |
1 Month |
|
|
-4.30% |
3 Months |
|
|
-33.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.200 |
2.960 |
1M High / 1M Low: |
3.890 |
2.790 |
6M High / 6M Low: |
6.000 |
2.100 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.086 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.212 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.459 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
84.01% |
Volatility 6M: |
|
93.12% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |