BNP Paribas Call 170 EXPE 17.01.2025
/ DE000PC39561
BNP Paribas Call 170 EXPE 17.01.2.../ DE000PC39561 /
10/11/2024 8:19:59 AM |
Chg.-0.040 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
-6.45% |
- Bid Size: - |
- Ask Size: - |
Expedia Group Inc |
170.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
PC3956 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Expedia Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
1/31/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
24.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.51 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.38 |
Parity: |
-1.78 |
Time value: |
0.57 |
Break-even: |
161.16 |
Moneyness: |
0.89 |
Premium: |
0.17 |
Premium p.a.: |
0.81 |
Spread abs.: |
0.01 |
Spread %: |
1.79% |
Delta: |
0.33 |
Theta: |
-0.06 |
Omega: |
8.03 |
Rho: |
0.11 |
Quote data
Open: |
0.580 |
High: |
0.580 |
Low: |
0.580 |
Previous Close: |
0.620 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.54% |
1 Month |
|
|
+141.67% |
3 Months |
|
|
+56.76% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.650 |
0.580 |
1M High / 1M Low: |
0.650 |
0.240 |
6M High / 6M Low: |
0.970 |
0.120 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.610 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.464 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.373 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
140.00% |
Volatility 6M: |
|
267.57% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |