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BNP Paribas Call 350 GS 16.01.202.../  DE000PC1H2G3  /

Frankfurt Zert./BNP
2024-09-20  3:50:42 PM Chg.-0.490 Bid3:58:44 PM Ask3:58:44 PM Underlying Strike price Expiration date Option type
15.000EUR -3.16% 15.010
Bid Size: 4,000		 15.070
Ask Size: 4,000		 Goldman Sachs Group ... 350.00 USD 2026-01-16 Call
 

Master data

WKN: PC1H2G
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 350.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.91
Leverage: Yes

Calculated values

Fair value: 15.31
Intrinsic value: 13.78
Implied volatility: 0.25
Historic volatility: 0.20
Parity: 13.78
Time value: 1.72
Break-even: 468.64
Moneyness: 1.44
Premium: 0.04
Premium p.a.: 0.03
Spread abs.: 0.06
Spread %: 0.39%
Delta: 0.94
Theta: -0.04
Omega: 2.75
Rho: 3.59
 

Quote data

Open: 15.400
High: 15.520
Low: 15.000
Previous Close: 15.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+9.73%
1 Month  
+0.40%
3 Months  
+17.28%
YTD  
+95.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.490 13.670
1M High / 1M Low: 16.280 12.710
6M High / 6M Low: 16.670 7.970
High (YTD): 2024-07-31 16.670
Low (YTD): 2024-01-26 6.930
52W High: - -
52W Low: - -
Avg. price 1W:   14.210
Avg. volume 1W:   0.000
Avg. price 1M:   14.674
Avg. volume 1M:   0.000
Avg. price 6M:   12.772
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.88%
Volatility 6M:   72.10%
Volatility 1Y:   -
Volatility 3Y:   -