BNP Paribas Call 520 GS 17.01.2025
/ DE000PC9TLJ7
BNP Paribas Call 520 GS 17.01.202.../ DE000PC9TLJ7 /
| 2024-07-09 11:50:37 AM |
Chg.-0.020 |
Bid12:03:06 PM |
Ask12:03:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.420EUR |
-1.39% |
1.440
Bid Size: 2,500 |
1.490
Ask Size: 2,500 |
Goldman Sachs Group ... |
520.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC9TLJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
-5.09 |
| Time value: |
1.42 |
| Break-even: |
494.32 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
0.71% |
| Delta: |
0.32 |
| Theta: |
-0.08 |
| Omega: |
9.78 |
| Rho: |
0.66 |
Quote data
| Open: |
1.430 |
| High: |
1.430 |
| Low: |
1.420 |
| Previous Close: |
1.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.96% |
| 1 Month |
|
|
+10.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.670 |
1.400 |
| 1M High / 1M Low: |
1.670 |
1.020 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.506 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.278 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
