BNP Paribas Call 480 GS 16.01.2026
/ DE000PC25YH1
BNP Paribas Call 480 GS 16.01.202.../ DE000PC25YH1 /
| 29/08/2024 19:20:48 |
Chg.+0.580 |
Bid19:24:54 |
Ask19:24:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.790EUR |
+8.04% |
7.790
Bid Size: 3,000 |
7.800
Ask Size: 3,000 |
Goldman Sachs Group ... |
480.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC25YH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
10/01/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.40 |
| Intrinsic value: |
2.10 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
2.10 |
| Time value: |
5.16 |
| Break-even: |
504.08 |
| Moneyness: |
1.05 |
| Premium: |
0.11 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.14% |
| Delta: |
0.69 |
| Theta: |
-0.07 |
| Omega: |
4.27 |
| Rho: |
3.29 |
Quote data
| Open: |
7.150 |
| High: |
7.790 |
| Low: |
7.150 |
| Previous Close: |
7.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.76% |
| 1 Month |
|
|
+9.41% |
| 3 Months |
|
|
+43.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.560 |
6.970 |
| 1M High / 1M Low: |
8.210 |
5.450 |
| 6M High / 6M Low: |
8.210 |
2.410 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.342 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.992 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.100 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.14% |
| Volatility 6M: |
|
102.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
