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

EUWAX
8/2/2024  8:11:48 AM Chg.-0.54 Bid5:34:26 PM Ask5:34:26 PM Underlying Strike price Expiration date Option type
2.58EUR -17.31% 2.10
Bid Size: 4,000
2.11
Ask Size: 4,000
Goldman Sachs Group ... 520.00 USD 1/17/2025 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: 1/17/2025
Issue date: 5/14/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.68
Leverage: Yes

Calculated values

Fair value: 1.96
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.19
Parity: -1.84
Time value: 2.78
Break-even: 509.89
Moneyness: 0.96
Premium: 0.10
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 0.36%
Delta: 0.48
Theta: -0.12
Omega: 8.08
Rho: 0.91
 

Quote data

Open: 2.58
High: 2.58
Low: 2.58
Previous Close: 3.12
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.17%
1 Month  
+82.98%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.12 2.33
1M High / 1M Low: 3.12 1.37
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.74
Avg. volume 1W:   0.00
Avg. price 1M:   2.10
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   213.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -