BNP Paribas Call 510 GS 20.12.202.../  DE000PC9TLF5  /

Frankfurt Zert./BNP
2024-07-30  9:50:33 PM Chg.+0.740 Bid9:59:54 PM Ask9:59:54 PM Underlying Strike price Expiration date Option type
3.100EUR +31.36% 3.020
Bid Size: 2,000
3.030
Ask Size: 2,000
Goldman Sachs Group ... 510.00 USD 2024-12-20 Call
 

Master data

WKN: PC9TLF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 510.00 USD
Maturity: 2024-12-20
Issue date: 2024-05-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.38
Leverage: Yes

Calculated values

Fair value: 1.77
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.19
Parity: -1.60
Time value: 2.35
Break-even: 494.88
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 0.43%
Delta: 0.48
Theta: -0.12
Omega: 9.25
Rho: 0.76
 

Quote data

Open: 2.320
High: 3.200
Low: 2.320
Previous Close: 2.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+35.96%
1 Month  
+189.72%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.700 2.170
1M High / 1M Low: 2.990 1.360
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.390
Avg. volume 1W:   0.000
Avg. price 1M:   2.021
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   218.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -