BNP Paribas Call 520 GS 19.12.2025
/ DE000PC7ZPZ5
BNP Paribas Call 520 GS 19.12.202.../ DE000PC7ZPZ5 /
10/18/2024 9:50:27 PM |
Chg.-0.150 |
Bid9:59:41 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.560EUR |
-2.24% |
6.520 Bid Size: 1,500 |
- Ask Size: - |
Goldman Sachs Group ... |
520.00 USD |
12/19/2025 |
Call |
Master data
WKN: |
PC7ZPZ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Goldman Sachs Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
520.00 USD |
Maturity: |
12/19/2025 |
Issue date: |
4/9/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.65 |
Intrinsic value: |
0.83 |
Implied volatility: |
0.26 |
Historic volatility: |
0.21 |
Parity: |
0.83 |
Time value: |
5.93 |
Break-even: |
547.79 |
Moneyness: |
1.02 |
Premium: |
0.12 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.13 |
Spread %: |
1.96% |
Delta: |
0.63 |
Theta: |
-0.08 |
Omega: |
4.56 |
Rho: |
2.82 |
Quote data
Open: |
6.610 |
High: |
6.720 |
Low: |
6.540 |
Previous Close: |
6.710 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+9.52% |
1 Month |
|
|
+55.45% |
3 Months |
|
|
+33.60% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.710 |
5.990 |
1M High / 1M Low: |
6.710 |
4.220 |
6M High / 6M Low: |
6.710 |
2.100 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.390 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.137 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.322 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.66% |
Volatility 6M: |
|
118.50% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |