BNP Paribas Call 350 GS 16.01.2026
/ DE000PC1H2G3
BNP Paribas Call 350 GS 16.01.202.../ DE000PC1H2G3 /
9/20/2024 9:50:30 PM |
Chg.-0.480 |
Bid9:59:14 PM |
Ask9:59:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
15.010EUR |
-3.10% |
14.960 Bid Size: 2,000 |
15.020 Ask Size: 2,000 |
Goldman Sachs Group ... |
350.00 USD |
1/16/2026 |
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: |
1/16/2026 |
Issue date: |
12/11/2023 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
14.83 |
Intrinsic value: |
13.30 |
Implied volatility: |
0.24 |
Historic volatility: |
0.20 |
Parity: |
13.30 |
Time value: |
1.72 |
Break-even: |
463.73 |
Moneyness: |
1.42 |
Premium: |
0.04 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.06 |
Spread %: |
0.40% |
Delta: |
0.94 |
Theta: |
-0.04 |
Omega: |
2.80 |
Rho: |
3.57 |
Quote data
Open: |
15.400 |
High: |
15.520 |
Low: |
14.770 |
Previous Close: |
15.490 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+9.80% |
1 Month |
|
|
+1.62% |
3 Months |
|
|
+23.44% |
YTD |
|
|
+95.95% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
15.490 |
13.910 |
1M High / 1M Low: |
16.280 |
12.710 |
6M High / 6M Low: |
16.670 |
7.970 |
High (YTD): |
7/31/2024 |
16.670 |
Low (YTD): |
1/26/2024 |
6.930 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
14.478 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
14.677 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
12.825 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
84.54% |
Volatility 6M: |
|
69.22% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |