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BNP Paribas Call 450 GOS 21.06.20.../  DE000PE14RA0  /

Frankfurt Zert./BNP
2024-05-03  9:50:27 PM Chg.+0.110 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
0.690EUR +18.97% 0.710
Bid Size: 4,226		 0.720
Ask Size: 4,167		 GOLDMAN SACHS GRP IN... 450.00 - 2024-06-21 Call
 

Master data

WKN: PE14RA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 2024-06-21
Issue date: 2022-09-09
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 56.55
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.20
Parity: -4.28
Time value: 0.72
Break-even: 457.20
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 1.41
Spread abs.: 0.01
Spread %: 1.41%
Delta: 0.25
Theta: -0.18
Omega: 14.03
Rho: 0.12
 

Quote data

Open: 0.650
High: 0.820
Low: 0.530
Previous Close: 0.580
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+32.69%
1 Month  
+64.29%
3 Months  
+137.93%
YTD  
+27.78%
1 Year  
+40.82%
3 Years     -
5 Years     -
1W High / 1W Low: 0.690 0.500
1M High / 1M Low: 0.690 0.160
6M High / 6M Low: 0.690 0.063
High (YTD): 2024-05-03 0.690
Low (YTD): 2024-03-18 0.150
52W High: 2024-05-03 0.690
52W Low: 2023-10-30 0.036
Avg. price 1W:   0.588
Avg. volume 1W:   0.000
Avg. price 1M:   0.370
Avg. volume 1M:   0.000
Avg. price 6M:   0.295
Avg. volume 6M:   0.000
Avg. price 1Y:   0.274
Avg. volume 1Y:   0.000
Volatility 1M:   490.78%
Volatility 6M:   439.40%
Volatility 1Y:   352.37%
Volatility 3Y:   -