BNP Paribas Call 150 EXPE 20.09.2024
/ DE000PC395R8
BNP Paribas Call 150 EXPE 20.09.2.../ DE000PC395R8 /
| 8/15/2024 1:21:09 PM |
Chg.-0.006 |
Bid8/15/2024 |
Ask8/15/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.029EUR |
-17.14% |
0.029
Bid Size: 26,300 |
0.140
Ask Size: 26,300 |
Expedia Group Inc |
150.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC395R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 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: |
128.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.38 |
| Parity: |
-1.90 |
| Time value: |
0.09 |
| Break-even: |
137.13 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
3.93 |
| Spread abs.: |
0.06 |
| Spread %: |
167.65% |
| Delta: |
0.13 |
| Theta: |
-0.04 |
| Omega: |
16.90 |
| Rho: |
0.01 |
Quote data
| Open: |
0.033 |
| High: |
0.033 |
| Low: |
0.029 |
| Previous Close: |
0.035 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-59.15% |
| 1 Month |
|
|
-92.16% |
| 3 Months |
|
|
-71.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.071 |
0.032 |
| 1M High / 1M Low: |
0.610 |
0.032 |
| 6M High / 6M Low: |
1.350 |
0.032 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.229 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.524 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
446.99% |
| Volatility 6M: |
|
273.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
