BNP Paribas Call 480 GOS 20.09.20.../  DE000PC9P5A1  /

EUWAX
9/16/2024  9:35:08 AM Chg.- Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.520EUR - -
Bid Size: -
-
Ask Size: -
GOLDMAN SACHS GRP IN... 480.00 - 9/20/2024 Call
 

Master data

WKN: PC9P5A
Issuer: BNP PARIBAS
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 480.00 -
Maturity: 9/20/2024
Issue date: 5/13/2024
Last trading day: 9/17/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 70.39
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.57
Historic volatility: 0.20
Parity: -4.36
Time value: 0.62
Break-even: 486.20
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.00
Spread abs.: -0.24
Spread %: -27.91%
Delta: 0.22
Theta: -3.80
Omega: 15.76
Rho: 0.01
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.430
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+67.74%
1 Month
  -78.15%
3 Months
  -44.09%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.310
1M High / 1M Low: 3.030 0.310
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.415
Avg. volume 1W:   0.000
Avg. price 1M:   1.859
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   437.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -