BNP Paribas Call 420 GS 16.01.2026
/ DE000PC1H2L3
BNP Paribas Call 420 GS 16.01.202.../ DE000PC1H2L3 /
| 2024-06-14 9:50:28 PM |
Chg.-0.060 |
Bid9:59:27 PM |
Ask9:59:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.530EUR |
-0.79% |
7.530
Bid Size: 500 |
7.550
Ask Size: 500 |
Goldman Sachs Group ... |
420.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC1H2L |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 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: |
5.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.61 |
| Intrinsic value: |
2.47 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
2.47 |
| Time value: |
5.08 |
| Break-even: |
467.85 |
| Moneyness: |
1.06 |
| Premium: |
0.12 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.27% |
| Delta: |
0.70 |
| Theta: |
-0.06 |
| Omega: |
3.89 |
| Rho: |
3.46 |
Quote data
| Open: |
7.530 |
| High: |
7.640 |
| Low: |
7.190 |
| Previous Close: |
7.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.06% |
| 1 Month |
|
|
-14.24% |
| 3 Months |
|
|
+69.98% |
| YTD |
|
|
+64.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.050 |
7.500 |
| 1M High / 1M Low: |
9.190 |
7.500 |
| 6M High / 6M Low: |
9.190 |
3.900 |
| High (YTD): |
2024-05-21 |
9.190 |
| Low (YTD): |
2024-01-26 |
3.900 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.658 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.300 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.610 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.68% |
| Volatility 6M: |
|
76.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
