BNP Paribas Call 90 EXPE 21.06.2024
/ DE000PN8Y5T8
BNP Paribas Call 90 EXPE 21.06.20.../ DE000PN8Y5T8 /
| 17/05/2024 09:07:44 |
Chg.+0.15 |
Bid11:08:17 |
Ask11:08:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.20EUR |
+7.32% |
2.24
Bid Size: 2,800 |
-
Ask Size: - |
Expedia Group Inc |
90.00 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
28/09/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.20 |
| Intrinsic value: |
2.16 |
| Implied volatility: |
- |
| Historic volatility: |
0.40 |
| Parity: |
2.16 |
| Time value: |
-0.11 |
| Break-even: |
103.31 |
| Moneyness: |
1.26 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.10 |
| Spread abs.: |
-0.15 |
| Spread %: |
-6.82% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.20 |
| High: |
2.20 |
| Low: |
2.20 |
| Previous Close: |
2.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.92% |
| 1 Month |
|
|
-41.33% |
| 3 Months |
|
|
-53.49% |
| YTD |
|
|
-63.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.25 |
2.05 |
| 1M High / 1M Low: |
4.56 |
2.03 |
| 6M High / 6M Low: |
6.26 |
2.03 |
| High (YTD): |
08/02/2024 |
6.26 |
| Low (YTD): |
09/05/2024 |
2.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.08% |
| Volatility 6M: |
|
84.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
