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

Frankfurt Zert./BNP
8/29/2024  10:50:39 AM Chg.+0.150 Bid11:01:22 AM Ask11:01:22 AM Underlying Strike price Expiration date Option type
16.230EUR +0.93% 16.260
Bid Size: 1,500		 16.360
Ask Size: 1,500		 Goldman Sachs Group ... 340.00 USD 1/16/2026 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: 1/16/2026
Issue date: 12/11/2023
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.79
Leverage: Yes

Calculated values

Fair value: 16.25
Intrinsic value: 14.68
Implied volatility: 0.17
Historic volatility: 0.20
Parity: 14.68
Time value: 1.51
Break-even: 467.53
Moneyness: 1.48
Premium: 0.03
Premium p.a.: 0.02
Spread abs.: 0.06
Spread %: 0.37%
Delta: 0.99
Theta: -0.03
Omega: 2.77
Rho: 3.96
 

Quote data

Open: 15.980
High: 16.230
Low: 15.980
Previous Close: 16.080
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.05%
1 Month  
+1.69%
3 Months  
+21.21%
YTD  
+97.93%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 16.490 15.750
1M High / 1M Low: 17.420 13.080
6M High / 6M Low: 17.420 7.840
High (YTD): 7/31/2024 17.420
Low (YTD): 1/26/2024 7.460
52W High: - -
52W Low: - -
Avg. price 1W:   16.234
Avg. volume 1W:   0.000
Avg. price 1M:   15.698
Avg. volume 1M:   0.000
Avg. price 6M:   12.675
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   81.77%
Volatility 6M:   64.63%
Volatility 1Y:   -
Volatility 3Y:   -