BNP Paribas Call 430 GS 21.06.2024
/ DE000PC2YB48
BNP Paribas Call 430 GS 21.06.202.../ DE000PC2YB48 /
2024-06-11 8:50:42 PM |
Chg.-0.640 |
Bid8:53:25 PM |
Ask8:53:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.670EUR |
-27.71% |
1.650 Bid Size: 1,819 |
1.660 Ask Size: 1,808 |
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: |
18.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.25 |
Intrinsic value: |
2.19 |
Implied volatility: |
0.28 |
Historic volatility: |
0.19 |
Parity: |
2.19 |
Time value: |
0.15 |
Break-even: |
422.90 |
Moneyness: |
1.05 |
Premium: |
0.00 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
0.43% |
Delta: |
0.88 |
Theta: |
-0.22 |
Omega: |
15.93 |
Rho: |
0.10 |
Quote data
Open: |
2.310 |
High: |
2.310 |
Low: |
1.570 |
Previous Close: |
2.310 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-34.51% |
1 Month |
|
|
-36.02% |
3 Months |
|
|
+263.04% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.070 |
2.310 |
1M High / 1M Low: |
3.860 |
2.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.632 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.883 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
209.12% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |