BNP Paribas Call 340 GS 20.12.2024
/ DE000PN5A4A2
BNP Paribas Call 340 GS 20.12.202.../ DE000PN5A4A2 /
| 2024-06-21 9:23:03 AM |
Chg.+0.03 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.83EUR |
+0.25% |
-
Bid Size: - |
-
Ask Size: - |
Goldman Sachs Group ... |
340.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN5A4A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.89 |
| Intrinsic value: |
10.30 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
10.30 |
| Time value: |
0.84 |
| Break-even: |
429.39 |
| Moneyness: |
1.32 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
-0.06 |
| Omega: |
3.54 |
| Rho: |
1.40 |
Quote data
| Open: |
11.83 |
| High: |
11.83 |
| Low: |
11.83 |
| Previous Close: |
11.80 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.56% |
| 1 Month |
|
|
-2.31% |
| 3 Months |
|
|
+47.32% |
| YTD |
|
|
+81.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.83 |
10.84 |
| 1M High / 1M Low: |
12.11 |
10.69 |
| 6M High / 6M Low: |
12.66 |
5.62 |
| High (YTD): |
2024-05-20 |
12.66 |
| Low (YTD): |
2024-01-29 |
5.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.98% |
| Volatility 6M: |
|
77.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
