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BNP Paribas Call 340 GOS 20.12.20.../  DE000PN5A4A2  /

EUWAX
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  
+182.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.94 13.94
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:   13.94
Avg. volume 1W:   0.00
Avg. price 1M:   13.29
Avg. volume 1M:   0.00
Avg. price 6M:   9.36
Avg. volume 6M:   0.00
Avg. price 1Y:   6.63
Avg. volume 1Y:   0.00
Volatility 1M:   67.99%
Volatility 6M:   78.75%
Volatility 1Y:   94.45%
Volatility 3Y:   -