BNP Paribas Call 460 GS 20.09.2024
/ DE000PC25YD0
BNP Paribas Call 460 GS 20.09.202.../ DE000PC25YD0 /
| 7/15/2024 8:42:31 AM |
Chg.- |
Bid8:35:31 AM |
Ask8:35:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.02EUR |
- |
3.76
Bid Size: 1,000 |
3.81
Ask Size: 1,000 |
Goldman Sachs Group ... |
460.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
1/10/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.70 |
| Intrinsic value: |
1.83 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
1.83 |
| Time value: |
1.13 |
| Break-even: |
452.17 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.34% |
| Delta: |
0.71 |
| Theta: |
-0.14 |
| Omega: |
10.52 |
| Rho: |
0.52 |
Quote data
| Open: |
3.02 |
| High: |
3.02 |
| Low: |
3.02 |
| Previous Close: |
2.96 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.12% |
| 1 Month |
|
|
+106.85% |
| 3 Months |
|
|
+379.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.02 |
2.14 |
| 1M High / 1M Low: |
3.02 |
1.36 |
| 6M High / 6M Low: |
3.02 |
0.43 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.92% |
| Volatility 6M: |
|
238.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
