BNP Paribas Call 410 GOS 21.06.2024
/ DE000PC2YB55
BNP Paribas Call 410 GOS 21.06.20.../ DE000PC2YB55 /
| 2024-05-24 9:50:26 PM |
Chg.+0.270 |
Bid9:59:56 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.780EUR |
+5.99% |
-
Bid Size: - |
-
Ask Size: - |
GOLDMAN SACHS GRP IN... |
410.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PC2YB5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GOLDMAN SACHS GRP INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
410.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-05-27 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
1.25 |
| Historic volatility: |
0.19 |
| Parity: |
0.84 |
| Time value: |
3.94 |
| Break-even: |
457.80 |
| Moneyness: |
1.02 |
| Premium: |
0.09 |
| Premium p.a.: |
6.79 |
| Spread abs.: |
0.01 |
| Spread %: |
0.21% |
| Delta: |
0.58 |
| Theta: |
-1.35 |
| Omega: |
5.12 |
| Rho: |
0.09 |
Quote data
| Open: |
4.500 |
| High: |
5.090 |
| Low: |
4.450 |
| Previous Close: |
4.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+61.49% |
| 3 Months |
|
|
+291.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.680 |
3.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.575 |
| Avg. volume 1M: |
|
466.667 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
