BNP Paribas Call 200 EXPE 20.12.2024
/ DE000PC39512
BNP Paribas Call 200 EXPE 20.12.2.../ DE000PC39512 /
| 2024-09-20 9:50:32 PM |
Chg.+0.002 |
Bid9:58:57 PM |
Ask9:58:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.063EUR |
+3.28% |
0.065
Bid Size: 33,000 |
0.091
Ask Size: 33,000 |
Expedia Group Inc |
200.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC3951 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 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: |
140.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.38 |
| Parity: |
-5.15 |
| Time value: |
0.09 |
| Break-even: |
180.13 |
| Moneyness: |
0.71 |
| Premium: |
0.41 |
| Premium p.a.: |
2.97 |
| Spread abs.: |
0.03 |
| Spread %: |
46.77% |
| Delta: |
0.08 |
| Theta: |
-0.02 |
| Omega: |
11.08 |
| Rho: |
0.02 |
Quote data
| Open: |
0.062 |
| High: |
0.065 |
| Low: |
0.058 |
| Previous Close: |
0.061 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.00% |
| 1 Month |
|
|
+36.96% |
| 3 Months |
|
|
-7.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.061 |
0.048 |
| 1M High / 1M Low: |
0.069 |
0.036 |
| 6M High / 6M Low: |
0.410 |
0.027 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.053 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.052 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.120 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.03% |
| Volatility 6M: |
|
257.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
