BNP Paribas Call 460 GS 20.09.2024
/ DE000PC25YD0
BNP Paribas Call 460 GS 20.09.202.../ DE000PC25YD0 /
| 2024-07-05 9:50:25 PM |
Chg.-0.510 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.090EUR |
-19.62% |
2.130
Bid Size: 1,500 |
2.140
Ask Size: 1,500 |
Goldman Sachs Group ... |
460.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC25YD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
0.44 |
| Time value: |
1.70 |
| Break-even: |
445.78 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.47% |
| Delta: |
0.59 |
| Theta: |
-0.14 |
| Omega: |
11.80 |
| Rho: |
0.48 |
Quote data
| Open: |
2.500 |
| High: |
2.500 |
| Low: |
1.910 |
| Previous Close: |
2.600 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.63% |
| 1 Month |
|
|
+7.18% |
| 3 Months |
|
|
+129.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.600 |
2.090 |
| 1M High / 1M Low: |
2.600 |
1.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.282 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.887 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
