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BNP Paribas Call 460 GOS 21.06.20.../  DE000PE6AEJ6  /

EUWAX
2024-05-03  8:27:19 AM Chg.+0.090 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.400EUR +29.03% -
Bid Size: -		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 460.00 - 2024-06-21 Call
 

Master data

WKN: PE6AEJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 460.00 -
Maturity: 2024-06-21
Issue date: 2022-12-02
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 92.54
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.20
Parity: -5.28
Time value: 0.44
Break-even: 464.40
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 1.72
Spread abs.: 0.01
Spread %: 2.33%
Delta: 0.18
Theta: -0.14
Omega: 16.44
Rho: 0.09
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month  
+48.15%
3 Months  
+73.91%
YTD
  -4.76%
1 Year
  -2.44%
3 Years     -
5 Years     -
1W High / 1W Low: 0.400 0.310
1M High / 1M Low: 0.400 0.090
6M High / 6M Low: 0.420 0.042
High (YTD): 2024-01-02 0.410
Low (YTD): 2024-04-19 0.090
52W High: 2023-07-24 0.480
52W Low: 2023-10-27 0.028
Avg. price 1W:   0.343
Avg. volume 1W:   0.000
Avg. price 1M:   0.221
Avg. volume 1M:   0.000
Avg. price 6M:   0.203
Avg. volume 6M:   0.000
Avg. price 1Y:   0.203
Avg. volume 1Y:   0.000
Volatility 1M:   531.19%
Volatility 6M:   533.07%
Volatility 1Y:   412.96%
Volatility 3Y:   -