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: |
|
- |
