BNP Paribas Call 520 GS 17.01.202.../  DE000PC9TLJ7  /

EUWAX
2024-07-09  8:11:27 AM Chg.+0.06 Bid11:38:56 AM Ask11:38:56 AM Underlying Strike price Expiration date Option type
1.43EUR +4.38% 1.44
Bid Size: 2,500
1.49
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: 1.43
High: 1.43
Low: 1.43
Previous Close: 1.37
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.42%
1 Month  
+5.93%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.62 1.37
1M High / 1M Low: 1.62 0.99
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.48
Avg. volume 1W:   0.00
Avg. price 1M:   1.25
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   220.73%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -