BNP Paribas Call 460 GS 16.01.2026
/ DE000PC2YCM5
BNP Paribas Call 460 GS 16.01.202.../ DE000PC2YCM5 /
| 7/25/2024 11:20:54 AM |
Chg.0.000 |
Bid11:32:40 AM |
Ask11:32:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.830EUR |
0.00% |
7.820
Bid Size: 1,500 |
7.870
Ask Size: 1,500 |
Goldman Sachs Group ... |
460.00 USD |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
1/4/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.70 |
| Intrinsic value: |
2.46 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
2.46 |
| Time value: |
5.38 |
| Break-even: |
502.83 |
| Moneyness: |
1.06 |
| Premium: |
0.12 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.13% |
| Delta: |
0.70 |
| Theta: |
-0.07 |
| Omega: |
3.99 |
| Rho: |
3.46 |
Quote data
| Open: |
7.780 |
| High: |
7.850 |
| Low: |
7.770 |
| Previous Close: |
7.830 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.13% |
| 1 Month |
|
|
+25.08% |
| 3 Months |
|
|
+74.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.070 |
7.690 |
| 1M High / 1M Low: |
9.050 |
5.590 |
| 6M High / 6M Low: |
9.050 |
2.700 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.834 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.199 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.931 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.68% |
| Volatility 6M: |
|
92.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
