BNP Paribas Call 430 GS 21.06.2024
/ DE000PC2YB48
BNP Paribas Call 430 GS 21.06.202.../ DE000PC2YB48 /
2024-06-05 8:50:39 PM |
Chg.+0.490 |
Bid8:55:43 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.040EUR |
+19.22% |
3.060 Bid Size: 1,000 |
- Ask Size: - |
Goldman Sachs Group ... |
430.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
PC2YB4 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Goldman Sachs Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
430.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2024-01-04 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.44 |
Intrinsic value: |
2.32 |
Implied volatility: |
0.28 |
Historic volatility: |
0.19 |
Parity: |
2.32 |
Time value: |
0.26 |
Break-even: |
420.96 |
Moneyness: |
1.06 |
Premium: |
0.01 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.01 |
Spread %: |
0.39% |
Delta: |
0.85 |
Theta: |
-0.21 |
Omega: |
13.81 |
Rho: |
0.14 |
Quote data
Open: |
2.660 |
High: |
3.120 |
Low: |
2.580 |
Previous Close: |
2.550 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+14.29% |
1 Month |
|
|
+91.20% |
3 Months |
|
|
+360.61% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.660 |
2.140 |
1M High / 1M Low: |
3.860 |
1.890 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.488 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.785 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
209.47% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |