BNP Paribas Call 500 GS 20.12.202.../  DE000PC84QJ0  /

EUWAX
10/8/2024  1:01:29 PM Chg.+0.25 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
2.28EUR +12.32% -
Bid Size: -
-
Ask Size: -
Goldman Sachs Group ... 500.00 USD 12/20/2024 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: 12/20/2024
Issue date: 4/30/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.12
Leverage: Yes

Calculated values

Fair value: 1.56
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.20
Parity: -0.49
Time value: 2.24
Break-even: 478.01
Moneyness: 0.99
Premium: 0.06
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 0.45%
Delta: 0.51
Theta: -0.18
Omega: 10.32
Rho: 0.42
 

Quote data

Open: 2.24
High: 2.28
Low: 2.24
Previous Close: 2.03
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.06%
1 Month  
+2.24%
3 Months  
+41.61%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.11 1.85
1M High / 1M Low: 2.69 1.33
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.98
Avg. volume 1W:   0.00
Avg. price 1M:   2.01
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   234.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -