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BNP Paribas Call 340 GS 20.12.202.../  DE000PN5A4A2  /

Frankfurt Zert./BNP
2024-07-05  9:50:21 PM Chg.-0.810 Bid9:59:51 PM Ask- Underlying Strike price Expiration date Option type
12.100EUR -6.27% 12.160
Bid Size: 2,000		 -
Ask Size: -		 Goldman Sachs Group ... 340.00 USD 2024-12-20 Call
 

Master data

WKN: PN5A4A
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 340.00 USD
Maturity: 2024-12-20
Issue date: 2023-06-26
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.39
Leverage: Yes

Calculated values

Fair value: 12.03
Intrinsic value: 11.51
Implied volatility: 0.42
Historic volatility: 0.19
Parity: 11.51
Time value: 1.13
Break-even: 440.07
Moneyness: 1.37
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.49
Spread %: 4.03%
Delta: 0.90
Theta: -0.09
Omega: 3.07
Rho: 1.20
 

Quote data

Open: 12.760
High: 12.760
Low: 11.790
Previous Close: 12.910
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.04%
1 Month  
+4.58%
3 Months  
+54.34%
YTD  
+86.44%
1 Year  
+318.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.910 12.100
1M High / 1M Low: 12.910 10.670
6M High / 6M Low: 12.910 5.650
High (YTD): 2024-07-04 12.910
Low (YTD): 2024-01-26 5.650
52W High: 2024-07-04 12.910
52W Low: 2023-10-27 1.650
Avg. price 1W:   12.418
Avg. volume 1W:   0.000
Avg. price 1M:   11.591
Avg. volume 1M:   0.000
Avg. price 6M:   8.571
Avg. volume 6M:   0.000
Avg. price 1Y:   6.169
Avg. volume 1Y:   0.000
Volatility 1M:   74.41%
Volatility 6M:   79.11%
Volatility 1Y:   96.35%
Volatility 3Y:   -