BNP Paribas Call 450 GS 20.09.2024
/ DE000PC2YB63
BNP Paribas Call 450 GS 20.09.202.../ DE000PC2YB63 /
2024-07-30 11:50:36 AM |
Chg.-0.040 |
Bid12:00:44 PM |
Ask12:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.470EUR |
-0.89% |
4.480 Bid Size: 2,500 |
4.530 Ask Size: 2,500 |
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: |
10.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.30 |
Intrinsic value: |
3.95 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
3.95 |
Time value: |
0.53 |
Break-even: |
460.73 |
Moneyness: |
1.09 |
Premium: |
0.01 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
0.22% |
Delta: |
0.86 |
Theta: |
-0.13 |
Omega: |
8.73 |
Rho: |
0.49 |
Quote data
Open: |
4.440 |
High: |
4.500 |
Low: |
4.440 |
Previous Close: |
4.510 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.68% |
1 Month |
|
|
+116.99% |
3 Months |
|
|
+194.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.050 |
4.070 |
1M High / 1M Low: |
5.550 |
2.660 |
6M High / 6M Low: |
5.550 |
0.560 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.524 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.868 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.916 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
202.63% |
Volatility 6M: |
|
228.52% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |