BNP Paribas Call 120 EXPE 16.01.2026
/ DE000PC396N5
BNP Paribas Call 120 EXPE 16.01.2.../ DE000PC396N5 /
| 2024-06-20 9:50:27 PM |
Chg.+0.060 |
Bid9:59:13 PM |
Ask9:59:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.020EUR |
+2.03% |
3.010
Bid Size: 3,700 |
3.020
Ask Size: 3,700 |
Expedia Group Inc |
120.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC396N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.76 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.40 |
| Parity: |
0.42 |
| Time value: |
2.56 |
| Break-even: |
141.46 |
| Moneyness: |
1.04 |
| Premium: |
0.22 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
0.68% |
| Delta: |
0.67 |
| Theta: |
-0.03 |
| Omega: |
2.62 |
| Rho: |
0.76 |
Quote data
| Open: |
3.000 |
| High: |
3.130 |
| Low: |
2.970 |
| Previous Close: |
2.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.42% |
| 1 Month |
|
|
+36.04% |
| 3 Months |
|
|
-25.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.020 |
2.920 |
| 1M High / 1M Low: |
3.020 |
2.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.962 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.559 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
