BNP Paribas Call 410 GOS 21.06.20.../  DE000PC2YB55  /

EUWAX
2024-05-24  8:33:19 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
4.49EUR - -
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: 8.71
Leverage: Yes

Calculated values

Fair value: 1.14
Intrinsic value: 0.57
Implied volatility: 1.13
Historic volatility: 0.20
Parity: 0.57
Time value: 4.20
Break-even: 457.70
Moneyness: 1.01
Premium: 0.10
Premium p.a.: 4.33
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.58
Theta: -1.07
Omega: 5.03
Rho: 0.11
 

Quote data

Open: 4.49
High: 4.49
Low: 4.49
Previous Close: 4.93
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+78.88%
3 Months  
+262.10%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.49 4.49
1M High / 1M Low: 5.64 2.40
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.49
Avg. volume 1W:   0.00
Avg. price 1M:   4.17
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -