BNP Paribas Call 500 GS 20.12.2024
/ DE000PC84QJ0
BNP Paribas Call 500 GS 20.12.202.../ DE000PC84QJ0 /
05/09/2024 17:50:39 |
Chg.-0.100 |
Bid17:52:27 |
Ask17:52:27 |
Underlying |
Strike price |
Expiration date |
Option type |
2.250EUR |
-4.26% |
2.250 Bid Size: 4,000 |
2.260 Ask Size: 4,000 |
Goldman Sachs Group ... |
500.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
PC84QJ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Goldman Sachs Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
500.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
30/04/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
18.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.73 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.20 |
Parity: |
-0.84 |
Time value: |
2.39 |
Break-even: |
475.16 |
Moneyness: |
0.98 |
Premium: |
0.07 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.01 |
Spread %: |
0.42% |
Delta: |
0.51 |
Theta: |
-0.14 |
Omega: |
9.36 |
Rho: |
0.58 |
Quote data
Open: |
2.340 |
High: |
2.570 |
Low: |
2.250 |
Previous Close: |
2.350 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-30.12% |
1 Month |
|
|
+21.62% |
3 Months |
|
|
+27.12% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.270 |
2.220 |
1M High / 1M Low: |
3.270 |
1.850 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.862 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.697 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
178.25% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |