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BNP Paribas Call 420 GOS 21.06.20.../  DE000PE14Q86  /

Frankfurt Zert./BNP
2024-05-03  9:50:36 PM Chg.+0.310 Bid9:59:54 PM Ask9:59:54 PM Underlying Strike price Expiration date Option type
2.220EUR +16.23% 2.260
Bid Size: 1,328		 2.270
Ask Size: 1,322		 GOLDMAN SACHS GRP IN... 420.00 - 2024-06-21 Call
 

Master data

WKN: PE14Q8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 420.00 -
Maturity: 2024-06-21
Issue date: 2022-09-09
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.94
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.20
Parity: -1.28
Time value: 2.27
Break-even: 442.70
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 0.89
Spread abs.: 0.01
Spread %: 0.44%
Delta: 0.47
Theta: -0.30
Omega: 8.47
Rho: 0.22
 

Quote data

Open: 2.090
High: 2.460
Low: 1.820
Previous Close: 1.910
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+28.32%
1 Month  
+86.55%
3 Months  
+152.27%
YTD  
+86.55%
1 Year  
+158.14%
3 Years     -
5 Years     -
1W High / 1W Low: 2.220 1.680
1M High / 1M Low: 2.220 0.550
6M High / 6M Low: 2.220 0.160
High (YTD): 2024-05-03 2.220
Low (YTD): 2024-03-18 0.510
52W High: 2024-05-03 2.220
52W Low: 2023-10-27 0.082
Avg. price 1W:   1.923
Avg. volume 1W:   0.000
Avg. price 1M:   1.230
Avg. volume 1M:   380.952
Avg. price 6M:   0.812
Avg. volume 6M:   64.516
Avg. price 1Y:   0.663
Avg. volume 1Y:   31.250
Volatility 1M:   380.05%
Volatility 6M:   340.50%
Volatility 1Y:   286.21%
Volatility 3Y:   -