BNP Paribas Call 490 GS 20.09.2024
/ DE000PC9P496
BNP Paribas Call 490 GS 20.09.202.../ DE000PC9P496 /
| 05/09/2024 21:50:40 |
Chg.-0.130 |
Bid21:59:57 |
Ask21:59:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
-12.50% |
0.950
Bid Size: 3,158 |
0.960
Ask Size: 3,125 |
Goldman Sachs Group ... |
490.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC9P49 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
490.00 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: |
40.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
0.06 |
| Time value: |
1.03 |
| Break-even: |
453.13 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.01 |
| Spread %: |
0.93% |
| Delta: |
0.53 |
| Theta: |
-0.36 |
| Omega: |
21.55 |
| Rho: |
0.09 |
Quote data
| Open: |
1.010 |
| High: |
1.280 |
| Low: |
0.790 |
| Previous Close: |
1.040 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-58.82% |
| 1 Month |
|
|
-3.19% |
| 3 Months |
|
|
-4.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.220 |
0.910 |
| 1M High / 1M Low: |
2.220 |
0.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.460 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.583 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
336.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
