BNP Paribas Call 340 GS 16.01.2026
/ DE000PC1H2F5
BNP Paribas Call 340 GS 16.01.202.../ DE000PC1H2F5 /
04/07/2024 21:50:26 |
Chg.+0.470 |
Bid04/07/2024 |
Ask04/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
14.470EUR |
+3.36% |
14.470 Bid Size: 1,000 |
14.660 Ask Size: 1,000 |
Goldman Sachs Group ... |
340.00 USD |
16/01/2026 |
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: |
16/01/2026 |
Issue date: |
11/12/2023 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
13.79 |
Intrinsic value: |
11.85 |
Implied volatility: |
0.27 |
Historic volatility: |
0.19 |
Parity: |
11.85 |
Time value: |
2.51 |
Break-even: |
458.67 |
Moneyness: |
1.38 |
Premium: |
0.06 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.34 |
Spread %: |
2.43% |
Delta: |
0.90 |
Theta: |
-0.05 |
Omega: |
2.72 |
Rho: |
3.80 |
Quote data
Open: |
14.020 |
High: |
14.470 |
Low: |
14.020 |
Previous Close: |
14.000 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+15.48% |
1 Month |
|
|
+10.29% |
3 Months |
|
|
+50.26% |
YTD |
|
|
+76.46% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
14.060 |
12.530 |
1M High / 1M Low: |
14.060 |
12.400 |
6M High / 6M Low: |
14.350 |
7.460 |
High (YTD): |
21/05/2024 |
14.350 |
Low (YTD): |
26/01/2024 |
7.460 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
13.474 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
13.189 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
10.277 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
57.13% |
Volatility 6M: |
|
59.08% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |