BNP Paribas Call 430 GS 21.06.2024
/ DE000PC2YB48
BNP Paribas Call 430 GS 21.06.202.../ DE000PC2YB48 /
| 2024-06-06 8:33:19 AM |
Chg.+0.38 |
Bid10:09:21 AM |
Ask10:09:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.02EUR |
+14.39% |
3.00
Bid Size: 1,000 |
-
Ask Size: - |
Goldman Sachs Group ... |
430.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC2YB4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
430.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.99 |
| Intrinsic value: |
2.91 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
2.91 |
| Time value: |
0.17 |
| Break-even: |
426.24 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.91 |
| Theta: |
-0.17 |
| Omega: |
12.49 |
| Rho: |
0.15 |
Quote data
| Open: |
3.02 |
| High: |
3.02 |
| Low: |
3.02 |
| Previous Close: |
2.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.81% |
| 1 Month |
|
|
+79.76% |
| 3 Months |
|
|
+364.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.65 |
2.16 |
| 1M High / 1M Low: |
3.83 |
1.68 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
