BNP Paribas Call 350 GOS 21.06.2024
/ DE000PE14Q45
BNP Paribas Call 350 GOS 21.06.20.../ DE000PE14Q45 /
| 2024-05-03 8:51:53 AM |
Chg.+0.45 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.97EUR |
+5.98% |
-
Bid Size: - |
-
Ask Size: - |
GOLDMAN SACHS GRP IN... |
350.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PE14Q4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GOLDMAN SACHS GRP INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-09-09 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.91 |
| Intrinsic value: |
5.72 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.20 |
| Parity: |
5.72 |
| Time value: |
2.25 |
| Break-even: |
429.70 |
| Moneyness: |
1.16 |
| Premium: |
0.06 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
-0.37 |
| Spread %: |
-4.44% |
| Delta: |
0.75 |
| Theta: |
-0.42 |
| Omega: |
3.84 |
| Rho: |
0.30 |
Quote data
| Open: |
7.97 |
| High: |
7.97 |
| Low: |
7.97 |
| Previous Close: |
7.52 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.25% |
| 1 Month |
|
|
+38.61% |
| 3 Months |
|
|
+80.32% |
| YTD |
|
|
+69.21% |
| 1 Year |
|
|
+188.77% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
7.97 |
7.52 |
| 1M High / 1M Low: |
7.97 |
4.39 |
| 6M High / 6M Low: |
7.97 |
1.28 |
| High (YTD): |
2024-05-03 |
7.97 |
| Low (YTD): |
2024-01-29 |
3.72 |
| 52W High: |
2024-05-03 |
7.97 |
| 52W Low: |
2023-10-27 |
0.65 |
| Avg. price 1W: |
|
7.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.17 |
| Avg. volume 6M: |
|
17.98 |
| Avg. price 1Y: |
|
3.17 |
| Avg. volume 1Y: |
|
21.41 |
| Volatility 1M: |
|
140.36% |
| Volatility 6M: |
|
159.87% |
| Volatility 1Y: |
|
156.57% |
| Volatility 3Y: |
|
- |
