BNP Paribas Call 170 EXPE 17.01.2025
/ DE000PC39561
BNP Paribas Call 170 EXPE 17.01.2.../ DE000PC39561 /
| 2024-09-20 9:50:31 PM |
Chg.+0.030 |
Bid9:58:11 PM |
Ask9:58:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+7.89% |
0.420
Bid Size: 9,200 |
0.430
Ask Size: 9,200 |
Expedia Group Inc |
170.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC3956 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 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: |
31.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.38 |
| Parity: |
-2.46 |
| Time value: |
0.40 |
| Break-even: |
156.34 |
| Moneyness: |
0.84 |
| Premium: |
0.22 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
0.26 |
| Theta: |
-0.04 |
| Omega: |
8.35 |
| Rho: |
0.10 |
Quote data
| Open: |
0.380 |
| High: |
0.410 |
| Low: |
0.370 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.67% |
| 1 Month |
|
|
+41.38% |
| 3 Months |
|
|
+32.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.290 |
| 1M High / 1M Low: |
0.440 |
0.210 |
| 6M High / 6M Low: |
1.040 |
0.130 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.326 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.324 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.420 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.22% |
| Volatility 6M: |
|
218.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
