BNP Paribas Call 90 EXPE 21.06.2024
/ DE000PN8Y5T8
BNP Paribas Call 90 EXPE 21.06.20.../ DE000PN8Y5T8 /
| 2024-06-06 8:59:22 AM |
Chg.+0.07 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.35EUR |
+3.07% |
-
Bid Size: - |
-
Ask Size: - |
Expedia Group Inc |
90.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN8Y5T |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.34 |
| Intrinsic value: |
2.33 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.40 |
| Parity: |
2.33 |
| Time value: |
0.02 |
| Break-even: |
106.27 |
| Moneyness: |
1.28 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.99 |
| Theta: |
-0.02 |
| Omega: |
4.46 |
| Rho: |
0.03 |
Quote data
| Open: |
2.35 |
| High: |
2.35 |
| Low: |
2.35 |
| Previous Close: |
2.28 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.42% |
| 1 Month |
|
|
-4.08% |
| 3 Months |
|
|
-45.09% |
| YTD |
|
|
-61.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.36 |
1.81 |
| 1M High / 1M Low: |
2.47 |
1.81 |
| 6M High / 6M Low: |
6.26 |
1.81 |
| High (YTD): |
2024-02-08 |
6.26 |
| Low (YTD): |
2024-05-31 |
1.81 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.35% |
| Volatility 6M: |
|
92.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
