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

Frankfurt Zert./BNP
2024-09-20  12:50:35 PM Chg.-0.080 Bid1:02:43 PM Ask1:02:43 PM Underlying Strike price Expiration date Option type
11.920EUR -0.67% 11.890
Bid Size: 2,000		 11.980
Ask Size: 2,000		 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: 3.76
Leverage: Yes

Calculated values

Fair value: 11.43
Intrinsic value: 9.30
Implied volatility: 0.26
Historic volatility: 0.20
Parity: 9.30
Time value: 2.70
Break-even: 478.44
Moneyness: 1.26
Premium: 0.06
Premium p.a.: 0.04
Spread abs.: 0.05
Spread %: 0.42%
Delta: 0.86
Theta: -0.06
Omega: 3.23
Rho: 3.54
 

Quote data

Open: 11.910
High: 11.920
Low: 11.860
Previous Close: 12.000
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+15.50%
1 Month  
+3.74%
3 Months  
+25.21%
YTD  
+122.80%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.000 10.320
1M High / 1M Low: 12.730 9.490
6M High / 6M Low: 13.070 5.490
High (YTD): 2024-07-31 13.070
Low (YTD): 2024-01-26 4.640
52W High: - -
52W Low: - -
Avg. price 1W:   10.822
Avg. volume 1W:   0.000
Avg. price 1M:   11.264
Avg. volume 1M:   0.000
Avg. price 6M:   9.593
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   99.26%
Volatility 6M:   85.86%
Volatility 1Y:   -
Volatility 3Y:   -