BNP Paribas Call 490 GS 20.09.202.../  DE000PC9P496  /

Frankfurt Zert./BNP
2024-07-15  9:50:41 PM Chg.+0.460 Bid8:05:08 AM Ask8:05:08 AM Underlying Strike price Expiration date Option type
1.800EUR +34.33% 1.890
Bid Size: 1,588
1.950
Ask Size: 1,539
Goldman Sachs Group ... 490.00 USD 2024-09-20 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: 2024-09-20
Issue date: 2024-05-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.94
Leverage: Yes

Calculated values

Fair value: 1.15
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.19
Parity: -0.93
Time value: 1.38
Break-even: 463.93
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 0.73%
Delta: 0.46
Theta: -0.14
Omega: 14.66
Rho: 0.35
 

Quote data

Open: 1.390
High: 1.870
Low: 1.320
Previous Close: 1.340
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+42.86%
1 Month  
+181.25%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.800 1.260
1M High / 1M Low: 1.800 0.550
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.452
Avg. volume 1W:   0.000
Avg. price 1M:   1.010
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   358.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -