BNP Paribas Call 200 EXPE 16.01.2026
/ DE000PC396T2
BNP Paribas Call 200 EXPE 16.01.2.../ DE000PC396T2 /
| 10/10/2024 12:50:39 PM |
Chg.-0.030 |
Bid10/10/2024 |
Ask10/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.440EUR |
-2.04% |
1.440
Bid Size: 5,000 |
1.540
Ask Size: 5,000 |
Expedia Group Inc |
200.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC396T |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
1/31/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.38 |
| Parity: |
-4.31 |
| Time value: |
1.48 |
| Break-even: |
197.59 |
| Moneyness: |
0.76 |
| Premium: |
0.41 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
0.68% |
| Delta: |
0.40 |
| Theta: |
-0.03 |
| Omega: |
3.80 |
| Rho: |
0.53 |
Quote data
| Open: |
1.470 |
| High: |
1.470 |
| Low: |
1.440 |
| Previous Close: |
1.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.03% |
| 1 Month |
|
|
+73.49% |
| 3 Months |
|
|
+54.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.470 |
1.220 |
| 1M High / 1M Low: |
1.470 |
0.770 |
| 6M High / 6M Low: |
1.470 |
0.510 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.384 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.136 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.920 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.04% |
| Volatility 6M: |
|
136.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
