BNP Paribas Call 430 GS 20.12.2024
/ DE000PC2YCB8
BNP Paribas Call 430 GS 20.12.202.../ DE000PC2YCB8 /
| 2024-10-31 8:50:41 PM |
Chg.-0.490 |
Bid8:59:44 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.550EUR |
-5.42% |
-
Bid Size: - |
-
Ask Size: - |
Goldman Sachs Group ... |
430.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC2YCB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
430.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.87 |
| Intrinsic value: |
8.69 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.20 |
| Parity: |
8.69 |
| Time value: |
0.31 |
| Break-even: |
486.01 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
-0.03 |
| Spread %: |
-0.33% |
| Delta: |
0.95 |
| Theta: |
-0.10 |
| Omega: |
5.10 |
| Rho: |
0.51 |
Quote data
| Open: |
8.730 |
| High: |
9.080 |
| Low: |
8.180 |
| Previous Close: |
9.040 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.63% |
| 1 Month |
|
|
+29.35% |
| 3 Months |
|
|
+0.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.060 |
8.070 |
| 1M High / 1M Low: |
9.620 |
6.010 |
| 6M High / 6M Low: |
9.620 |
3.390 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.836 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.041 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.246 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.95% |
| Volatility 6M: |
|
131.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
