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BNP Paribas Call 340 GS 16.01.202.../  DE000PC1H2F5  /

Frankfurt Zert./BNP
2024-07-25  2:20:59 PM Chg.-0.140 Bid2:35:11 PM Ask2:35:11 PM Underlying Strike price Expiration date Option type
15.340EUR -0.90% 15.390
Bid Size: 1,500		 15.490
Ask Size: 1,500		 Goldman Sachs Group ... 340.00 USD 2026-01-16 Call
 

Master data

WKN: PC1H2F
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 340.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.87
Leverage: Yes

Calculated values

Fair value: 15.30
Intrinsic value: 13.54
Implied volatility: 0.25
Historic volatility: 0.19
Parity: 13.54
Time value: 2.08
Break-even: 469.91
Moneyness: 1.43
Premium: 0.05
Premium p.a.: 0.03
Spread abs.: 0.17
Spread %: 1.10%
Delta: 0.93
Theta: -0.04
Omega: 2.68
Rho: 3.89
 

Quote data

Open: 15.430
High: 15.520
Low: 15.340
Previous Close: 15.480
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.71%
1 Month  
+14.05%
3 Months  
+45.27%
YTD  
+87.07%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.870 15.250
1M High / 1M Low: 17.010 12.530
6M High / 6M Low: 17.010 7.460
High (YTD): 2024-07-16 17.010
Low (YTD): 2024-01-26 7.460
52W High: - -
52W Low: - -
Avg. price 1W:   15.494
Avg. volume 1W:   0.000
Avg. price 1M:   14.649
Avg. volume 1M:   0.000
Avg. price 6M:   11.152
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   65.03%
Volatility 6M:   60.97%
Volatility 1Y:   -
Volatility 3Y:   -