BNP Paribas Call 140 EXPE 20.09.2024
/ DE000PC395Q0
BNP Paribas Call 140 EXPE 20.09.2.../ DE000PC395Q0 /
| 8/15/2024 12:21:01 PM |
Chg.-0.010 |
Bid12:26:21 PM |
Ask12:26:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-7.14% |
0.120
Bid Size: 10,000 |
0.220
Ask Size: 10,000 |
Expedia Group Inc |
140.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC395Q |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
83.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.38 |
| Parity: |
-1.00 |
| Time value: |
0.14 |
| Break-even: |
128.54 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
1.56 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
0.22 |
| Theta: |
-0.05 |
| Omega: |
18.77 |
| Rho: |
0.02 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.130 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.53% |
| 1 Month |
|
|
-80.00% |
| 3 Months |
|
|
-35.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.130 |
| 1M High / 1M Low: |
0.980 |
0.130 |
| 6M High / 6M Low: |
1.750 |
0.130 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.426 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.770 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
421.33% |
| Volatility 6M: |
|
250.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
