BNP Paribas Call 90 EXPE 21.06.2024
/ DE000PN8Y5T8
BNP Paribas Call 90 EXPE 21.06.20.../ DE000PN8Y5T8 /
| 6/11/2024 9:03:20 AM |
Chg.+0.04 |
Bid8:43:11 PM |
Ask8:43:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.10EUR |
+1.31% |
3.07
Bid Size: 5,200 |
-
Ask Size: - |
Expedia Group Inc |
90.00 USD |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
9/28/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.11 |
| Intrinsic value: |
3.10 |
| Implied volatility: |
1.22 |
| Historic volatility: |
0.40 |
| Parity: |
3.10 |
| Time value: |
0.06 |
| Break-even: |
115.22 |
| Moneyness: |
1.37 |
| Premium: |
0.01 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.05 |
| Spread %: |
1.61% |
| Delta: |
0.95 |
| Theta: |
-0.12 |
| Omega: |
3.45 |
| Rho: |
0.02 |
Quote data
| Open: |
3.10 |
| High: |
3.10 |
| Low: |
3.10 |
| Previous Close: |
3.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.36% |
| 1 Month |
|
|
+42.20% |
| 3 Months |
|
|
-27.91% |
| YTD |
|
|
-48.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.06 |
2.28 |
| 1M High / 1M Low: |
3.06 |
1.81 |
| 6M High / 6M Low: |
6.26 |
1.81 |
| High (YTD): |
2/8/2024 |
6.26 |
| Low (YTD): |
5/31/2024 |
1.81 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.20% |
| Volatility 6M: |
|
95.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
