BNP Paribas Call 340 GOS 20.12.2024
/ DE000PN5A4A2
BNP Paribas Call 340 GOS 20.12.20.../ DE000PN5A4A2 /
| 7/23/2024 9:17:08 AM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 13.94EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
GOLDMAN SACHS GRP IN... |
340.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
PN5A4A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GOLDMAN SACHS GRP INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
6/26/2023 |
| Last trading day: |
7/24/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.03 |
| Intrinsic value: |
11.54 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.19 |
| Parity: |
11.54 |
| Time value: |
2.98 |
| Break-even: |
485.20 |
| Moneyness: |
1.34 |
| Premium: |
0.07 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.82 |
| Theta: |
-0.21 |
| Omega: |
2.57 |
| Rho: |
0.89 |
Quote data
| Open: |
13.94 |
| High: |
13.94 |
| Low: |
13.94 |
| Previous Close: |
13.87 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+29.55% |
| 3 Months |
|
|
+45.36% |
| YTD |
|
|
+113.80% |
| 1 Year |
|
|
+173.87% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
15.44 |
11.30 |
| 6M High / 6M Low: |
15.44 |
5.75 |
| High (YTD): |
7/17/2024 |
15.44 |
| Low (YTD): |
1/29/2024 |
5.62 |
| 52W High: |
7/17/2024 |
15.44 |
| 52W Low: |
10/27/2023 |
1.70 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
13.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.63 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
67.99% |
| Volatility 6M: |
|
78.89% |
| Volatility 1Y: |
|
94.45% |
| Volatility 3Y: |
|
- |
