BNP Paribas Call 170 EXPE 20.12.2024
/ DE000PC395Z1
BNP Paribas Call 170 EXPE 20.12.2.../ DE000PC395Z1 /
| 2024-06-04 8:18:21 AM |
Chg.0.000 |
Bid3:50:31 PM |
Ask3:50:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
0.00% |
0.130
Bid Size: 13,800 |
0.150
Ask Size: 13,800 |
Expedia Group Inc |
170.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC395Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 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: |
69.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.40 |
| Parity: |
-5.13 |
| Time value: |
0.15 |
| Break-even: |
157.36 |
| Moneyness: |
0.67 |
| Premium: |
0.50 |
| Premium p.a.: |
1.12 |
| Spread abs.: |
0.02 |
| Spread %: |
15.38% |
| Delta: |
0.12 |
| Theta: |
-0.02 |
| Omega: |
8.10 |
| Rho: |
0.06 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.00% |
| 1 Month |
|
|
-69.05% |
| 3 Months |
|
|
-86.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.100 |
| 1M High / 1M Low: |
0.210 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.132 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
