BNP Paribas Call 120 EXPE 19.12.2025
/ DE000PC396F1
BNP Paribas Call 120 EXPE 19.12.2.../ DE000PC396F1 /
| 16/07/2024 21:50:22 |
Chg.+0.470 |
Bid21:59:46 |
Ask21:59:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.820EUR |
+14.03% |
3.830
Bid Size: 3,100 |
3.840
Ask Size: 3,100 |
Expedia Group Inc |
120.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PC396F |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.05 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.39 |
| Parity: |
1.15 |
| Time value: |
2.18 |
| Break-even: |
143.41 |
| Moneyness: |
1.10 |
| Premium: |
0.18 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.30% |
| Delta: |
0.71 |
| Theta: |
-0.03 |
| Omega: |
2.59 |
| Rho: |
0.75 |
Quote data
| Open: |
3.340 |
| High: |
3.910 |
| Low: |
3.300 |
| Previous Close: |
3.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.04% |
| 1 Month |
|
|
+33.57% |
| 3 Months |
|
|
+7.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.350 |
3.070 |
| 1M High / 1M Low: |
3.350 |
2.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.192 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.985 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
