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BNP Paribas Call 360 GS 16.01.202.../  DE000PC1H2H1  /

Frankfurt Zert./BNP
18/09/2024  15:35:28 Chg.+0.070 Bid15:35:54 Ask15:35:54 Underlying Strike price Expiration date Option type
13.350EUR +0.53% 13.360
Bid Size: 500		 13.420
Ask Size: 500		 Goldman Sachs Group ... 360.00 USD 16/01/2026 Call
 

Master data

WKN: PC1H2H
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 360.00 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: 3.25
Leverage: Yes

Calculated values

Fair value: 12.98
Intrinsic value: 11.27
Implied volatility: 0.26
Historic volatility: 0.20
Parity: 11.27
Time value: 2.14
Break-even: 457.78
Moneyness: 1.35
Premium: 0.05
Premium p.a.: 0.04
Spread abs.: 0.06
Spread %: 0.45%
Delta: 0.90
Theta: -0.05
Omega: 2.93
Rho: 3.45
 

Quote data

Open: 13.410
High: 13.490
Low: 13.350
Previous Close: 13.280
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.57%
1 Month
  -10.58%
3 Months  
+11.72%
YTD  
+86.19%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.290 12.410
1M High / 1M Low: 15.550 12.020
6M High / 6M Low: 15.920 6.850
High (YTD): 31/07/2024 15.920
Low (YTD): 26/01/2024 6.430
52W High: - -
52W Low: - -
Avg. price 1W:   12.890
Avg. volume 1W:   0.000
Avg. price 1M:   14.001
Avg. volume 1M:   0.000
Avg. price 6M:   11.994
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   78.28%
Volatility 6M:   73.51%
Volatility 1Y:   -
Volatility 3Y:   -