BNP Paribas Call 140 EXPE 20.06.2025
/ DE000PC39595
BNP Paribas Call 140 EXPE 20.06.2.../ DE000PC39595 /
| 2024-09-20 9:50:31 PM |
Chg.+0.080 |
Bid9:59:27 PM |
Ask9:59:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.170EUR |
+3.83% |
2.190
Bid Size: 3,600 |
2.200
Ask Size: 3,600 |
Expedia Group Inc |
140.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
PC3959 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.38 |
| Parity: |
0.23 |
| Time value: |
1.89 |
| Break-even: |
146.65 |
| Moneyness: |
1.02 |
| Premium: |
0.15 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
0.47% |
| Delta: |
0.62 |
| Theta: |
-0.04 |
| Omega: |
3.73 |
| Rho: |
0.43 |
Quote data
| Open: |
2.090 |
| High: |
2.180 |
| Low: |
2.050 |
| Previous Close: |
2.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.91% |
| 1 Month |
|
|
+29.17% |
| 3 Months |
|
|
+33.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.170 |
1.770 |
| 1M High / 1M Low: |
2.170 |
1.490 |
| 6M High / 6M Low: |
2.680 |
0.920 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.970 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.853 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.713 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.20% |
| Volatility 6M: |
|
137.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
