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BNP Paribas Call 320 GS 16.01.202.../  DE000PC1H2E8  /

Frankfurt Zert./BNP
25/07/2024  21:50:42 Chg.+0.510 Bid21:59:46 Ask21:59:46 Underlying Strike price Expiration date Option type
17.480EUR +3.01% 17.380
Bid Size: 1,500		 17.440
Ask Size: 1,500		 Goldman Sachs Group ... 320.00 USD 16/01/2026 Call
 

Master data

WKN: PC1H2E
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 320.00 USD
Maturity: 16/01/2026
Issue date: 11/12/2023
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.64
Leverage: Yes

Calculated values

Fair value: 16.98
Intrinsic value: 15.38
Implied volatility: 0.19
Historic volatility: 0.19
Parity: 15.38
Time value: 1.61
Break-even: 465.16
Moneyness: 1.52
Premium: 0.04
Premium p.a.: 0.02
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.03
Omega: 2.60
Rho: 4.02
 

Quote data

Open: 16.930
High: 17.610
Low: 16.750
Previous Close: 16.970
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.19%
1 Month  
+17.32%
3 Months  
+47.26%
YTD  
+87.35%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 17.380 16.740
1M High / 1M Low: 18.520 13.960
6M High / 6M Low: 18.520 8.590
High (YTD): 16/07/2024 18.520
Low (YTD): 26/01/2024 8.590
52W High: - -
52W Low: - -
Avg. price 1W:   16.990
Avg. volume 1W:   0.000
Avg. price 1M:   16.121
Avg. volume 1M:   0.000
Avg. price 6M:   12.472
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   60.23%
Volatility 6M:   56.48%
Volatility 1Y:   -
Volatility 3Y:   -