BNP Paribas Call 130 EXPE 20.12.2024
/ DE000PC395V0
BNP Paribas Call 130 EXPE 20.12.2.../ DE000PC395V0 /
| 2024-05-29 8:18:10 AM |
Chg.-0.020 |
Bid11:31:49 AM |
Ask11:31:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
-3.33% |
0.570
Bid Size: 5,264 |
0.670
Ask Size: 4,478 |
Expedia Group Inc |
130.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC395V |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.40 |
| Parity: |
-1.83 |
| Time value: |
0.61 |
| Break-even: |
125.90 |
| Moneyness: |
0.85 |
| Premium: |
0.24 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.01 |
| Spread %: |
1.67% |
| Delta: |
0.36 |
| Theta: |
-0.03 |
| Omega: |
5.97 |
| Rho: |
0.17 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.43% |
| 1 Month |
|
|
-73.99% |
| 3 Months |
|
|
-75.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.600 |
| 1M High / 1M Low: |
2.260 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.646 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.978 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
