BNP Paribas Call 460 GS 16.01.2026
/ DE000PC2YCM5
BNP Paribas Call 460 GS 16.01.202.../ DE000PC2YCM5 /
| 06/11/2024 21:50:29 |
Chg.+5.980 |
Bid21:59:18 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 15.760EUR |
+61.15% |
15.570
Bid Size: 1,500 |
-
Ask Size: - |
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: |
5.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.86 |
| Intrinsic value: |
6.12 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.20 |
| Parity: |
6.12 |
| Time value: |
2.84 |
| Break-even: |
510.31 |
| Moneyness: |
1.15 |
| Premium: |
0.06 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
-1.01 |
| Spread %: |
-10.13% |
| Delta: |
0.81 |
| Theta: |
-0.06 |
| Omega: |
4.35 |
| Rho: |
3.59 |
Quote data
| Open: |
12.010 |
| High: |
15.760 |
| Low: |
12.010 |
| Previous Close: |
9.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.00% |
| 1 Month |
|
|
+98.24% |
| 3 Months |
|
|
+130.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.850 |
8.970 |
| 1M High / 1M Low: |
10.320 |
7.940 |
| 6M High / 6M Low: |
10.320 |
5.550 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.546 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.411 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.537 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.04% |
| Volatility 6M: |
|
94.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
