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BNP Paribas Call 450 GOS 21.06.20.../  DE000PE14RA0  /

Frankfurt Zert./BNP
2024-05-31  9:50:31 PM Chg.+0.290 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
1.150EUR +33.72% 1.220
Bid Size: 2,460		 1.230
Ask Size: 2,440		 GOLDMAN SACHS GRP IN... 450.00 - 2024-06-21 Call
 

Master data

WKN: PE14RA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 2024-06-21
Issue date: 2022-09-09
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.21
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.19
Parity: -2.92
Time value: 1.23
Break-even: 462.30
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 4.56
Spread abs.: 0.01
Spread %: 0.82%
Delta: 0.34
Theta: -0.54
Omega: 11.73
Rho: 0.07
 

Quote data

Open: 0.870
High: 1.150
Low: 0.850
Previous Close: 0.860
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -19.01%
1 Month  
+130.00%
3 Months  
+342.31%
YTD  
+112.96%
1 Year  
+360.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.510 0.860
1M High / 1M Low: 2.170 0.580
6M High / 6M Low: 2.170 0.086
High (YTD): 2024-05-21 2.170
Low (YTD): 2024-03-18 0.150
52W High: 2024-05-21 2.170
52W Low: 2023-10-30 0.036
Avg. price 1W:   1.204
Avg. volume 1W:   0.000
Avg. price 1M:   1.318
Avg. volume 1M:   0.000
Avg. price 6M:   0.502
Avg. volume 6M:   0.000
Avg. price 1Y:   0.354
Avg. volume 1Y:   0.000
Volatility 1M:   322.84%
Volatility 6M:   441.29%
Volatility 1Y:   359.46%
Volatility 3Y:   -