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BNP Paribas Call 440 GOS 21.06.20.../  DE000PE14Q94  /

EUWAX
2024-05-03  8:51:53 AM Chg.+0.160 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.960EUR +20.00% -
Bid Size: -		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 440.00 - 2024-06-21 Call
 

Master data

WKN: PE14Q9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 440.00 -
Maturity: 2024-06-21
Issue date: 2022-09-09
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.35
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.20
Parity: -3.28
Time value: 1.12
Break-even: 451.20
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 1.18
Spread abs.: 0.01
Spread %: 0.90%
Delta: 0.33
Theta: -0.23
Omega: 11.84
Rho: 0.16
 

Quote data

Open: 0.960
High: 0.960
Low: 0.960
Previous Close: 0.800
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+74.55%
1 Month  
+23.08%
3 Months  
+128.57%
YTD  
+33.33%
1 Year  
+60.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.960 0.800
1M High / 1M Low: 0.960 0.230
6M High / 6M Low: 0.960 0.088
High (YTD): 2024-05-03 0.960
Low (YTD): 2024-04-15 0.230
52W High: 2024-05-03 0.960
52W Low: 2023-10-27 0.048
Avg. price 1W:   0.867
Avg. volume 1W:   0.000
Avg. price 1M:   0.554
Avg. volume 1M:   0.000
Avg. price 6M:   0.406
Avg. volume 6M:   0.000
Avg. price 1Y:   0.366
Avg. volume 1Y:   0.000
Volatility 1M:   474.59%
Volatility 6M:   371.75%
Volatility 1Y:   310.87%
Volatility 3Y:   -