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

Frankfurt Zert./BNP
05/07/2024  21:50:36 Chg.-0.240 Bid21:58:37 Ask21:58:37 Underlying Strike price Expiration date Option type
0.640EUR -27.27% 0.660
Bid Size: 4,546
0.670
Ask Size: 4,478
Goldman Sachs Group ... 500.00 USD 20/09/2024 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: 20/09/2024
Issue date: 13/05/2024
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 63.99
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.19
Parity: -3.25
Time value: 0.67
Break-even: 467.98
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 0.52
Spread abs.: 0.01
Spread %: 1.52%
Delta: 0.27
Theta: -0.10
Omega: 17.31
Rho: 0.23
 

Quote data

Open: 0.830
High: 0.830
Low: 0.570
Previous Close: 0.880
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+36.17%
1 Month
  -1.54%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.640
1M High / 1M Low: 0.880 0.400
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.738
Avg. volume 1W:   0.000
Avg. price 1M:   0.603
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   358.30%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -