BNP Paribas Call 140 EXPE 17.01.2025
/ DE000PC39538
BNP Paribas Call 140 EXPE 17.01.2.../ DE000PC39538 /
| 2024-09-20 8:21:46 AM |
Chg.+0.04 |
Bid9:44:53 AM |
Ask9:44:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.34EUR |
+3.08% |
1.34
Bid Size: 2,239 |
1.44
Ask Size: 2,084 |
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: |
9.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.38 |
| Parity: |
0.23 |
| Time value: |
1.13 |
| Break-even: |
139.05 |
| Moneyness: |
1.02 |
| Premium: |
0.09 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
0.74% |
| Delta: |
0.60 |
| Theta: |
-0.05 |
| Omega: |
5.59 |
| Rho: |
0.20 |
Quote data
| Open: |
1.34 |
| High: |
1.34 |
| Low: |
1.34 |
| Previous Close: |
1.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.89% |
| 1 Month |
|
|
+20.72% |
| 3 Months |
|
|
+44.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.30 |
0.90 |
| 1M High / 1M Low: |
1.41 |
0.83 |
| 6M High / 6M Low: |
2.08 |
0.44 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.35% |
| Volatility 6M: |
|
212.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
