BNP Paribas Call 340 GS 20.12.2024
/ DE000PN5A4A2
BNP Paribas Call 340 GS 20.12.202.../ DE000PN5A4A2 /
| 2024-06-14 9:39:47 AM |
Chg.-0.22 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.70EUR |
-2.01% |
-
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: |
3.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.56 |
| Intrinsic value: |
9.95 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
9.95 |
| Time value: |
0.86 |
| Break-even: |
425.71 |
| Moneyness: |
1.31 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.93 |
| Theta: |
-0.06 |
| Omega: |
3.60 |
| Rho: |
1.45 |
Quote data
| Open: |
10.70 |
| High: |
10.70 |
| Low: |
10.70 |
| Previous Close: |
10.92 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.88% |
| 1 Month |
|
|
-12.72% |
| 3 Months |
|
|
+67.45% |
| YTD |
|
|
+64.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.49 |
10.69 |
| 1M High / 1M Low: |
12.66 |
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: |
|
11.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.89% |
| Volatility 6M: |
|
77.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
