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

Frankfurt Zert./BNP
2024-05-31  9:50:43 PM Chg.+0.190 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
0.650EUR +41.30% 0.690
Bid Size: 4,348		 0.700
Ask Size: 4,286		 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: 60.12
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.19
Parity: -3.92
Time value: 0.70
Break-even: 467.00
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 5.69
Spread abs.: 0.01
Spread %: 1.45%
Delta: 0.25
Theta: -0.41
Omega: 15.01
Rho: 0.05
 

Quote data

Open: 0.460
High: 0.650
Low: 0.450
Previous Close: 0.460
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -24.42%
1 Month  
+116.67%
3 Months  
+261.11%
YTD  
+58.54%
1 Year  
+225.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.460
1M High / 1M Low: 1.470 0.350
6M High / 6M Low: 1.470 0.061
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:   0.696
Avg. volume 1W:   0.000
Avg. price 1M:   0.829
Avg. volume 1M:   0.000
Avg. price 6M:   0.335
Avg. volume 6M:   0.000
Avg. price 1Y:   0.248
Avg. volume 1Y:   0.000
Volatility 1M:   378.47%
Volatility 6M:   487.30%
Volatility 1Y:   393.57%
Volatility 3Y:   -