BNP Paribas Call 500 GS 20.09.202.../  DE000PC9P488  /

Frankfurt Zert./BNP
2024-07-30  9:50:45 PM Chg.+0.750 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
2.090EUR +55.97% 1.990
Bid Size: 1,508
2.000
Ask Size: 1,500
Goldman Sachs Group ... 500.00 USD 2024-09-20 Call
 

Master data

WKN: PC9P48
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 500.00 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: 34.24
Leverage: Yes

Calculated values

Fair value: 1.11
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.19
Parity: -0.67
Time value: 1.33
Break-even: 475.44
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 0.76%
Delta: 0.47
Theta: -0.17
Omega: 16.16
Rho: 0.29
 

Quote data

Open: 1.300
High: 2.210
Low: 1.300
Previous Close: 1.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+60.77%
1 Month  
+344.68%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.700 1.170
1M High / 1M Low: 2.040 0.640
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.388
Avg. volume 1W:   0.000
Avg. price 1M:   1.143
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   353.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -