BNP Paribas Call 320 GS 16.01.2026
/ DE000PC1H2E8
BNP Paribas Call 320 GS 16.01.202.../ DE000PC1H2E8 /
| 2024-05-24 7:05:22 PM |
Chg.+0.250 |
Bid2024-05-24 |
Ask2024-05-24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 15.030EUR |
+1.69% |
15.030
Bid Size: 1,000 |
15.090
Ask Size: 1,000 |
Goldman Sachs Group ... |
320.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC1H2E |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.75 |
| Intrinsic value: |
12.78 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.20 |
| Parity: |
12.78 |
| Time value: |
2.04 |
| Break-even: |
444.18 |
| Moneyness: |
1.43 |
| Premium: |
0.05 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.06 |
| Spread %: |
0.41% |
| Delta: |
0.95 |
| Theta: |
-0.04 |
| Omega: |
2.73 |
| Rho: |
4.22 |
Quote data
| Open: |
14.760 |
| High: |
15.240 |
| Low: |
14.690 |
| Previous Close: |
14.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.84% |
| 1 Month |
|
|
+23.20% |
| 3 Months |
|
|
+56.73% |
| YTD |
|
|
+61.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
15.790 |
14.780 |
| 1M High / 1M Low: |
15.790 |
11.870 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-21 |
15.790 |
| Low (YTD): |
2024-01-26 |
8.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
15.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
14.083 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
42.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
