BNP Paribas Call 180 EXPE 20.12.2024
/ DE000PC39504
BNP Paribas Call 180 EXPE 20.12.2.../ DE000PC39504 /
| 2024-09-20 9:50:31 PM |
Chg.+0.010 |
Bid2024-09-20 |
Ask2024-09-20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
+5.56% |
0.190
Bid Size: 17,500 |
0.200
Ask Size: 17,500 |
Expedia Group Inc |
180.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC3950 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
67.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.38 |
| Parity: |
-3.36 |
| Time value: |
0.19 |
| Break-even: |
163.20 |
| Moneyness: |
0.79 |
| Premium: |
0.28 |
| Premium p.a.: |
1.67 |
| Spread abs.: |
0.01 |
| Spread %: |
5.56% |
| Delta: |
0.15 |
| Theta: |
-0.04 |
| Omega: |
10.39 |
| Rho: |
0.04 |
Quote data
| Open: |
0.180 |
| High: |
0.190 |
| Low: |
0.170 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.15% |
| 1 Month |
|
|
+72.73% |
| 3 Months |
|
|
+11.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.130 |
| 1M High / 1M Low: |
0.200 |
0.090 |
| 6M High / 6M Low: |
0.710 |
0.063 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.162 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.146 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.235 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.17% |
| Volatility 6M: |
|
243.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
