OverviewChartNewsTraderScreen

BNP Paribas Call 400 GS 16.01.202.../  DE000PC1H2K5  /

Frankfurt Zert./BNP
2024-06-18  9:50:26 PM Chg.+0.450 Bid8:05:06 AM Ask8:05:06 AM Underlying Strike price Expiration date Option type
9.380EUR +5.04% 9.380
Bid Size: 375		 9.520
Ask Size: 375		 Goldman Sachs Group ... 400.00 USD 2026-01-16 Call
 

Master data

WKN: PC1H2K
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 400.00 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: 4.66
Leverage: Yes

Calculated values

Fair value: 8.01
Intrinsic value: 4.67
Implied volatility: 0.26
Historic volatility: 0.19
Parity: 4.67
Time value: 4.32
Break-even: 462.34
Moneyness: 1.13
Premium: 0.10
Premium p.a.: 0.06
Spread abs.: 0.05
Spread %: 0.56%
Delta: 0.76
Theta: -0.06
Omega: 3.54
Rho: 3.61
 

Quote data

Open: 8.970
High: 9.390
Low: 8.850
Previous Close: 8.930
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.57%
1 Month
  -7.40%
3 Months  
+79.01%
YTD  
+75.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.380 8.630
1M High / 1M Low: 10.390 8.590
6M High / 6M Low: 10.390 4.640
High (YTD): 2024-05-21 10.390
Low (YTD): 2024-01-26 4.640
52W High: - -
52W Low: - -
Avg. price 1W:   8.870
Avg. volume 1W:   0.000
Avg. price 1M:   9.336
Avg. volume 1M:   0.000
Avg. price 6M:   6.582
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   57.91%
Volatility 6M:   70.91%
Volatility 1Y:   -
Volatility 3Y:   -