BNP Paribas Call 470 GS 20.12.2024
/ DE000PC7ZPW2
BNP Paribas Call 470 GS 20.12.202.../ DE000PC7ZPW2 /
| 2024-10-31 8:50:30 PM |
Chg.-0.410 |
Bid9:00:06 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.210EUR |
-7.30% |
-
Bid Size: - |
-
Ask Size: - |
Goldman Sachs Group ... |
470.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC7ZPW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
470.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.30 |
| Intrinsic value: |
5.01 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
5.01 |
| Time value: |
0.61 |
| Break-even: |
489.05 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.36% |
| Delta: |
0.86 |
| Theta: |
-0.15 |
| Omega: |
7.36 |
| Rho: |
0.49 |
Quote data
| Open: |
5.330 |
| High: |
5.650 |
| Low: |
4.880 |
| Previous Close: |
5.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.62% |
| 1 Month |
|
|
+38.20% |
| 3 Months |
|
|
-5.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.640 |
4.750 |
| 1M High / 1M Low: |
6.170 |
3.320 |
| 6M High / 6M Low: |
6.170 |
1.820 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.434 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.862 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.693 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.43% |
| Volatility 6M: |
|
174.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
