BNP Paribas Call 350 GS 16.01.2026
/ DE000PC1H2G3
BNP Paribas Call 350 GS 16.01.202.../ DE000PC1H2G3 /
| 2024-05-22 9:50:28 PM |
Chg.-0.740 |
Bid9:59:38 PM |
Ask9:59:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.910EUR |
-5.42% |
12.980
Bid Size: 500 |
13.040
Ask Size: 500 |
Goldman Sachs Group ... |
350.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC1H2G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 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: |
3.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
13.38 |
| Intrinsic value: |
11.09 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
11.09 |
| Time value: |
2.58 |
| Break-even: |
459.16 |
| Moneyness: |
1.34 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.06 |
| Spread %: |
0.44% |
| Delta: |
0.91 |
| Theta: |
-0.04 |
| Omega: |
2.89 |
| Rho: |
4.27 |
Quote data
| Open: |
13.590 |
| High: |
13.610 |
| Low: |
12.870 |
| Previous Close: |
13.650 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.93% |
| 1 Month |
|
|
+24.85% |
| 3 Months |
|
|
+65.09% |
| YTD |
|
|
+68.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
13.650 |
12.910 |
| 1M High / 1M Low: |
13.650 |
9.930 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-21 |
13.650 |
| Low (YTD): |
2024-01-26 |
6.930 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
13.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
11.918 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
