BNP Paribas Call 130 EXPE 20.09.2024
/ DE000PC395P2
BNP Paribas Call 130 EXPE 20.09.2.../ DE000PC395P2 /
| 2024-06-04 9:50:33 PM |
Chg.-0.010 |
Bid9:54:45 PM |
Ask9:54:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-2.56% |
0.390
Bid Size: 7,693 |
0.400
Ask Size: 7,500 |
Expedia Group Inc |
130.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC395P |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.40 |
| Parity: |
-1.46 |
| Time value: |
0.40 |
| Break-even: |
123.19 |
| Moneyness: |
0.88 |
| Premium: |
0.18 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
0.32 |
| Theta: |
-0.04 |
| Omega: |
8.29 |
| Rho: |
0.09 |
Quote data
| Open: |
0.390 |
| High: |
0.410 |
| Low: |
0.340 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.71% |
| 1 Month |
|
|
-30.91% |
| 3 Months |
|
|
-80.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.280 |
| 1M High / 1M Low: |
0.540 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.324 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.366 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
