BNP Paribas Call 150 EXPE 20.06.2025
/ DE000PC396A2
BNP Paribas Call 150 EXPE 20.06.2.../ DE000PC396A2 /
| 15/08/2024 10:20:47 |
Chg.0.000 |
Bid10:32:32 |
Ask10:32:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
0.00% |
1.210
Bid Size: 5,800 |
1.310
Ask Size: 5,800 |
Expedia Group Inc |
150.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
PC396A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.38 |
| Parity: |
-1.90 |
| Time value: |
1.22 |
| Break-even: |
148.42 |
| Moneyness: |
0.86 |
| Premium: |
0.27 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
0.45 |
| Theta: |
-0.03 |
| Omega: |
4.32 |
| Rho: |
0.34 |
Quote data
| Open: |
1.220 |
| High: |
1.230 |
| Low: |
1.220 |
| Previous Close: |
1.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.18% |
| 1 Month |
|
|
-20.78% |
| 3 Months |
|
|
+48.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.320 |
0.930 |
| 1M High / 1M Low: |
1.900 |
0.790 |
| 6M High / 6M Low: |
2.450 |
0.710 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.188 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.312 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.526 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.89% |
| Volatility 6M: |
|
142.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
