BNP Paribas Call 130 EXPE 20.09.2024
/ DE000PC395P2
BNP Paribas Call 130 EXPE 20.09.2.../ DE000PC395P2 /
| 15/08/2024 10:50:33 |
Chg.-0.010 |
Bid10:55:07 |
Ask10:55:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-2.17% |
0.450
Bid Size: 6,667 |
0.550
Ask Size: 5,455 |
Expedia Group Inc |
130.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC395P |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.38 |
| Parity: |
-0.09 |
| Time value: |
0.46 |
| Break-even: |
122.66 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
0.51 |
| Theta: |
-0.07 |
| Omega: |
12.88 |
| Rho: |
0.05 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.450 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
-57.94% |
| 3 Months |
|
|
+25.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.360 |
| 1M High / 1M Low: |
1.500 |
0.280 |
| 6M High / 6M Low: |
2.240 |
0.280 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.757 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.120 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
407.53% |
| Volatility 6M: |
|
231.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
