BNP Paribas Call 450 GS 20.09.2024
/ DE000PC2YB63
BNP Paribas Call 450 GS 20.09.202.../ DE000PC2YB63 /
| 2024-07-05 9:50:29 PM |
Chg.-0.570 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.660EUR |
-17.65% |
2.700
Bid Size: 1,500 |
2.710
Ask Size: 1,500 |
Goldman Sachs Group ... |
450.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC2YB6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.44 |
| Intrinsic value: |
1.36 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
1.36 |
| Time value: |
1.35 |
| Break-even: |
442.25 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.37% |
| Delta: |
0.67 |
| Theta: |
-0.13 |
| Omega: |
10.57 |
| Rho: |
0.54 |
Quote data
| Open: |
3.120 |
| High: |
3.120 |
| Low: |
2.440 |
| Previous Close: |
3.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.13% |
| 1 Month |
|
|
+8.13% |
| 3 Months |
|
|
+131.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.230 |
2.660 |
| 1M High / 1M Low: |
3.230 |
1.830 |
| 6M High / 6M Low: |
3.470 |
0.560 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.870 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.394 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.480 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.96% |
| Volatility 6M: |
|
228.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
