BNP Paribas Call 160 EXPE 20.06.2025
/ DE000PC396B0
BNP Paribas Call 160 EXPE 20.06.2.../ DE000PC396B0 /
| 9/17/2024 7:05:23 PM |
Chg.+0.040 |
Bid9/17/2024 |
Ask9/17/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.130EUR |
+3.67% |
1.130
Bid Size: 11,800 |
1.140
Ask Size: 11,800 |
Expedia Group Inc |
160.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
PC396B |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.38 |
| Parity: |
-2.18 |
| Time value: |
1.10 |
| Break-even: |
154.76 |
| Moneyness: |
0.85 |
| Premium: |
0.27 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
0.92% |
| Delta: |
0.42 |
| Theta: |
-0.03 |
| Omega: |
4.65 |
| Rho: |
0.30 |
Quote data
| Open: |
1.090 |
| High: |
1.230 |
| Low: |
1.080 |
| Previous Close: |
1.090 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.49% |
| 1 Month |
|
|
+13.00% |
| 3 Months |
|
|
+21.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.890 |
| 1M High / 1M Low: |
1.370 |
0.890 |
| 6M High / 6M Low: |
1.910 |
0.540 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.004 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.132 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.122 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.60% |
| Volatility 6M: |
|
154.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
