OverviewChartNewsTraderScreen

BNP Paribas Call 480 GOS 20.12.20.../  DE000PE9AS61  /

EUWAX
2024-10-31  8:42:34 AM Chg.-0.12 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
4.63EUR -2.53% -
Bid Size: -		 -
Ask Size: -		 GOLDMAN SACHS GRP IN... 480.00 - 2024-12-20 Call
 

Master data

WKN: PE9AS6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 480.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.98
Leverage: Yes

Calculated values

Fair value: 1.72
Intrinsic value: 0.29
Implied volatility: 0.65
Historic volatility: 0.20
Parity: 0.29
Time value: 4.55
Break-even: 528.40
Moneyness: 1.01
Premium: 0.09
Premium p.a.: 0.93
Spread abs.: 0.03
Spread %: 0.62%
Delta: 0.56
Theta: -0.48
Omega: 5.64
Rho: 0.31
 

Quote data

Open: 4.63
High: 4.63
Low: 4.63
Previous Close: 4.75
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.93%
1 Month  
+37.80%
3 Months
  -3.74%
YTD  
+358.42%
1 Year  
+3207.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.81 4.20
1M High / 1M Low: 5.41 2.75
6M High / 6M Low: 5.41 1.55
High (YTD): 2024-10-17 5.41
Low (YTD): 2024-01-29 0.58
52W High: 2024-10-17 5.41
52W Low: 2023-10-31 0.14
Avg. price 1W:   4.56
Avg. volume 1W:   0.00
Avg. price 1M:   4.07
Avg. volume 1M:   0.00
Avg. price 6M:   3.12
Avg. volume 6M:   0.00
Avg. price 1Y:   1.94
Avg. volume 1Y:   0.00
Volatility 1M:   165.22%
Volatility 6M:   191.93%
Volatility 1Y:   209.51%
Volatility 3Y:   -