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

Frankfurt Zert./BNP
2024-06-06  11:50:39 AM Chg.-0.030 Bid2024-06-06 Ask2024-06-06 Underlying Strike price Expiration date Option type
1.420EUR -2.07% 1.420
Bid Size: 2,113		 1.470
Ask Size: 2,041		 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: 28.88
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.19
Parity: -2.54
Time value: 1.47
Break-even: 464.70
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 8.00
Spread abs.: 0.01
Spread %: 0.68%
Delta: 0.37
Theta: -0.79
Omega: 10.82
Rho: 0.06
 

Quote data

Open: 1.410
High: 1.430
Low: 1.390
Previous Close: 1.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+65.12%
1 Month  
+67.06%
3 Months  
+343.75%
YTD  
+162.96%
1 Year  
+373.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.450 0.860
1M High / 1M Low: 2.170 0.840
6M High / 6M Low: 2.170 0.090
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:   1.124
Avg. volume 1W:   0.000
Avg. price 1M:   1.362
Avg. volume 1M:   0.000
Avg. price 6M:   0.528
Avg. volume 6M:   0.000
Avg. price 1Y:   0.365
Avg. volume 1Y:   0.000
Volatility 1M:   322.64%
Volatility 6M:   440.84%
Volatility 1Y:   360.67%
Volatility 3Y:   -