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

EUWAX
7/30/2024  8:11:31 AM Chg.-0.45 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
2.32EUR -16.25% -
Bid Size: -
-
Ask Size: -
Goldman Sachs Group ... 510.00 USD 12/20/2024 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: 12/20/2024
Issue date: 5/14/2024
Last trading day: 12/19/2024
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: 2.32
High: 2.32
Low: 2.32
Previous Close: 2.77
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.17%
1 Month  
+149.46%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.77 2.05
1M High / 1M Low: 2.91 1.10
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.32
Avg. volume 1W:   0.00
Avg. price 1M:   1.94
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   206.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -