BNP Paribas Call 370 GS 20.12.2024
/ DE000PC2YCE2
BNP Paribas Call 370 GS 20.12.202.../ DE000PC2YCE2 /
| 31/10/2024 20:50:26 |
Chg.-0.520 |
Bid21:00:05 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 13.930EUR |
-3.60% |
-
Bid Size: - |
-
Ask Size: - |
Goldman Sachs Group ... |
370.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC2YCE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
04/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.37 |
| Intrinsic value: |
14.22 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.20 |
| Parity: |
14.22 |
| Time value: |
0.23 |
| Break-even: |
485.25 |
| Moneyness: |
1.42 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.14% |
| Delta: |
0.98 |
| Theta: |
-0.08 |
| Omega: |
3.26 |
| Rho: |
0.45 |
Quote data
| Open: |
14.140 |
| High: |
14.490 |
| Low: |
13.550 |
| Previous Close: |
14.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.86% |
| 1 Month |
|
|
+20.09% |
| 3 Months |
|
|
+2.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
14.490 |
13.480 |
| 1M High / 1M Low: |
15.050 |
10.960 |
| 6M High / 6M Low: |
15.050 |
7.060 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
14.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
13.307 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
10.963 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.44% |
| Volatility 6M: |
|
87.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
