BNP Paribas Call 140 EXPE 17.01.2025
/ DE000PC39538
BNP Paribas Call 140 EXPE 17.01.2.../ DE000PC39538 /
| 2024-09-19 9:50:37 PM |
Chg.+0.140 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.340EUR |
+11.67% |
-
Bid Size: - |
-
Ask Size: - |
Expedia Group Inc |
140.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC3953 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.38 |
| Parity: |
-0.03 |
| Time value: |
1.23 |
| Break-even: |
138.27 |
| Moneyness: |
1.00 |
| Premium: |
0.10 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
0.82% |
| Delta: |
0.56 |
| Theta: |
-0.05 |
| Omega: |
5.74 |
| Rho: |
0.19 |
Quote data
| Open: |
1.300 |
| High: |
1.500 |
| Low: |
1.300 |
| Previous Close: |
1.200 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.42% |
| 1 Month |
|
|
+31.37% |
| 3 Months |
|
|
+41.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.340 |
1.040 |
| 1M High / 1M Low: |
1.400 |
0.800 |
| 6M High / 6M Low: |
2.080 |
0.450 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.156 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.118 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.107 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.41% |
| Volatility 6M: |
|
186.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
