BNP Paribas Call 140 EXPE 20.12.2024
/ DE000PC395W8
BNP Paribas Call 140 EXPE 20.12.2.../ DE000PC395W8 /
| 2024-06-04 9:50:35 PM |
Chg.-0.010 |
Bid9:57:42 PM |
Ask9:57:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-2.04% |
0.500
Bid Size: 6,000 |
0.510
Ask Size: 5,883 |
Expedia Group Inc |
140.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC395W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 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: |
20.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.40 |
| Parity: |
-2.38 |
| Time value: |
0.50 |
| Break-even: |
133.35 |
| Moneyness: |
0.81 |
| Premium: |
0.28 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
0.30 |
| Theta: |
-0.03 |
| Omega: |
6.37 |
| Rho: |
0.15 |
Quote data
| Open: |
0.490 |
| High: |
0.510 |
| Low: |
0.450 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.32% |
| 1 Month |
|
|
-27.27% |
| 3 Months |
|
|
-74.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.380 |
| 1M High / 1M Low: |
0.640 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.424 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.470 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
