BNP Paribas Call 460 GS 16.01.2026
/ DE000PC2YCM5
BNP Paribas Call 460 GS 16.01.202.../ DE000PC2YCM5 /
| 29/08/2024 09:50:35 |
Chg.+0.070 |
Bid10:05:30 |
Ask10:05:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.320EUR |
+0.85% |
8.320
Bid Size: 1,500 |
8.390
Ask Size: 1,500 |
Goldman Sachs Group ... |
460.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC2YCM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
04/01/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.52 |
| Intrinsic value: |
3.90 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
3.90 |
| Time value: |
4.43 |
| Break-even: |
496.80 |
| Moneyness: |
1.09 |
| Premium: |
0.10 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
0.36% |
| Delta: |
0.74 |
| Theta: |
-0.07 |
| Omega: |
4.00 |
| Rho: |
3.45 |
Quote data
| Open: |
8.180 |
| High: |
8.320 |
| Low: |
8.180 |
| Previous Close: |
8.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.00% |
| 1 Month |
|
|
+2.09% |
| 3 Months |
|
|
+31.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.610 |
8.000 |
| 1M High / 1M Low: |
9.290 |
6.300 |
| 6M High / 6M Low: |
9.290 |
2.920 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.007 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.926 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.44% |
| Volatility 6M: |
|
96.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
