BNP Paribas Call 420 GOS 21.06.2024
/ DE000PE14Q86
BNP Paribas Call 420 GOS 21.06.20.../ DE000PE14Q86 /
| 2024-05-03 8:51:53 AM |
Chg.+0.28 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.01EUR |
+16.18% |
-
Bid Size: - |
-
Ask Size: - |
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: |
2.01 |
| High: |
2.01 |
| Low: |
2.01 |
| Previous Close: |
1.73 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.81% |
| 1 Month |
|
|
+34.90% |
| 3 Months |
|
|
+154.43% |
| YTD |
|
|
+67.50% |
| 1 Year |
|
|
+128.41% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.01 |
1.73 |
| 1M High / 1M Low: |
2.01 |
0.54 |
| 6M High / 6M Low: |
2.01 |
0.16 |
| High (YTD): |
2024-05-03 |
2.01 |
| Low (YTD): |
2024-04-15 |
0.54 |
| 52W High: |
2024-05-03 |
2.01 |
| 52W Low: |
2023-10-27 |
0.08 |
| Avg. price 1W: |
|
1.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.65 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
387.74% |
| Volatility 6M: |
|
312.95% |
| Volatility 1Y: |
|
269.83% |
| Volatility 3Y: |
|
- |
