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BNP Paribas Call 460 GOS 21.06.20.../  DE000PE6AEJ6  /

Frankfurt Zert./BNP
2024-06-06  9:50:37 PM Chg.-0.240 Bid9:59:21 PM Ask9:59:21 PM Underlying Strike price Expiration date Option type
0.610EUR -28.24% 0.610
Bid Size: 4,919		 0.620
Ask Size: 4,839		 GOLDMAN SACHS GRP IN... 460.00 - 2024-06-21 Call
 

Master data

WKN: PE6AEJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 460.00 -
Maturity: 2024-06-21
Issue date: 2022-12-02
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 49.95
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.19
Parity: -3.54
Time value: 0.85
Break-even: 468.50
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 9.97
Spread abs.: 0.01
Spread %: 1.19%
Delta: 0.28
Theta: -0.60
Omega: 14.02
Rho: 0.05
 

Quote data

Open: 0.790
High: 0.900
Low: 0.600
Previous Close: 0.850
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+32.61%
1 Month  
+15.09%
3 Months  
+165.22%
YTD  
+48.78%
1 Year  
+165.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.460
1M High / 1M Low: 1.470 0.460
6M High / 6M Low: 1.470 0.068
High (YTD): 2024-05-21 1.470
Low (YTD): 2024-03-18 0.085
52W High: 2024-05-21 1.470
52W Low: 2023-10-30 0.025
Avg. price 1W:   0.626
Avg. volume 1W:   0.000
Avg. price 1M:   0.847
Avg. volume 1M:   0.000
Avg. price 6M:   0.350
Avg. volume 6M:   0.000
Avg. price 1Y:   0.254
Avg. volume 1Y:   0.000
Volatility 1M:   387.00%
Volatility 6M:   488.27%
Volatility 1Y:   395.80%
Volatility 3Y:   -