BNP Paribas Call 90 EXPE 21.06.2024
/ DE000PN8Y5T8
BNP Paribas Call 90 EXPE 21.06.20.../ DE000PN8Y5T8 /
| 2024-05-02 8:54:58 AM |
Chg.-0.34 |
Bid9:46:42 PM |
Ask9:46:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.10EUR |
-7.66% |
4.27
Bid Size: 2,400 |
-
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: |
2.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.07 |
| Intrinsic value: |
4.03 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.39 |
| Parity: |
4.03 |
| Time value: |
0.25 |
| Break-even: |
126.78 |
| Moneyness: |
1.48 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
0.47% |
| Delta: |
0.91 |
| Theta: |
-0.08 |
| Omega: |
2.64 |
| Rho: |
0.10 |
Quote data
| Open: |
4.10 |
| High: |
4.10 |
| Low: |
4.10 |
| Previous Close: |
4.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.84% |
| 1 Month |
|
|
-1.68% |
| 3 Months |
|
|
-31.67% |
| YTD |
|
|
-32.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.56 |
4.22 |
| 1M High / 1M Low: |
4.56 |
3.65 |
| 6M High / 6M Low: |
6.26 |
1.64 |
| High (YTD): |
2024-02-08 |
6.26 |
| Low (YTD): |
2024-04-19 |
3.65 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.09% |
| Volatility 6M: |
|
130.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
