BNP Paribas Call 480 GS 20.09.2024
/ DE000PC9P5A1
BNP Paribas Call 480 GS 20.09.202.../ DE000PC9P5A1 /
9/5/2024 4:50:33 PM |
Chg.+0.090 |
Bid5:00:10 PM |
Ask5:00:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.690EUR |
+5.63% |
1.730 Bid Size: 1,735 |
1.740 Ask Size: 1,725 |
Goldman Sachs Group ... |
480.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
PC9P5A |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Goldman Sachs Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
480.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
5/13/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
26.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.34 |
Intrinsic value: |
0.96 |
Implied volatility: |
0.30 |
Historic volatility: |
0.20 |
Parity: |
0.96 |
Time value: |
0.70 |
Break-even: |
449.81 |
Moneyness: |
1.02 |
Premium: |
0.02 |
Premium p.a.: |
0.46 |
Spread abs.: |
0.01 |
Spread %: |
0.61% |
Delta: |
0.66 |
Theta: |
-0.36 |
Omega: |
17.60 |
Rho: |
0.11 |
Quote data
Open: |
1.580 |
High: |
1.910 |
Low: |
1.540 |
Previous Close: |
1.600 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-41.12% |
1 Month |
|
|
+44.44% |
3 Months |
|
|
+18.18% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.010 |
1.460 |
1M High / 1M Low: |
3.010 |
1.170 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.380 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.188 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
294.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |