BNP Paribas Call 480 GS 20.09.2024
/ DE000PC9P5A1
BNP Paribas Call 480 GS 20.09.202.../ DE000PC9P5A1 /
14/08/2024 09:43:38 |
Chg.+0.19 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
2.03EUR |
+10.33% |
- Bid Size: - |
- Ask Size: - |
Goldman Sachs Group ... |
480.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
13/05/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
21.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.85 |
Intrinsic value: |
1.09 |
Implied volatility: |
0.24 |
Historic volatility: |
0.20 |
Parity: |
1.09 |
Time value: |
0.95 |
Break-even: |
456.92 |
Moneyness: |
1.02 |
Premium: |
0.02 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.01 |
Spread %: |
0.49% |
Delta: |
0.66 |
Theta: |
-0.19 |
Omega: |
14.48 |
Rho: |
0.28 |
Quote data
Open: |
2.03 |
High: |
2.03 |
Low: |
2.03 |
Previous Close: |
1.84 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+41.96% |
1 Month |
|
|
+5.18% |
3 Months |
|
|
+57.36% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.12 |
1.43 |
1M High / 1M Low: |
3.43 |
1.03 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.77 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.21 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
396.21% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |