BNP Paribas Call 90 EXPE 21.06.2024
/ DE000PN8Y5T8
BNP Paribas Call 90 EXPE 21.06.20.../ DE000PN8Y5T8 /
| 2024-05-17 9:07:44 AM |
Chg.+0.15 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.20EUR |
+7.32% |
-
Bid Size: - |
-
Ask Size: - |
Expedia Group Inc |
90.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN8Y5T |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.25 |
| Intrinsic value: |
2.21 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.40 |
| Parity: |
2.21 |
| Time value: |
0.06 |
| Break-even: |
105.51 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.89% |
| Delta: |
0.95 |
| Theta: |
-0.03 |
| Omega: |
4.41 |
| Rho: |
0.07 |
Quote data
| Open: |
2.20 |
| High: |
2.20 |
| Low: |
2.20 |
| Previous Close: |
2.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.92% |
| 1 Month |
|
|
-39.73% |
| 3 Months |
|
|
-50.56% |
| YTD |
|
|
-63.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.25 |
2.05 |
| 1M High / 1M Low: |
4.56 |
2.03 |
| 6M High / 6M Low: |
6.26 |
2.03 |
| High (YTD): |
2024-02-08 |
6.26 |
| Low (YTD): |
2024-05-09 |
2.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.11% |
| Volatility 6M: |
|
85.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
