BNP Paribas Call 520 GS 20.06.202.../  DE000PC84QM4  /

EUWAX
15/08/2024  08:09:16 Chg.+0.31 Bid19:24:12 Ask19:24:12 Underlying Strike price Expiration date Option type
3.85EUR +8.76% 3.86
Bid Size: 3,000
3.87
Ask Size: 3,000
Goldman Sachs Group ... 520.00 USD 20/06/2025 Call
 

Master data

WKN: PC84QM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 520.00 USD
Maturity: 20/06/2025
Issue date: 30/04/2024
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.92
Leverage: Yes

Calculated values

Fair value: 3.07
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.20
Parity: -1.93
Time value: 3.80
Break-even: 510.23
Moneyness: 0.96
Premium: 0.13
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 0.26%
Delta: 0.52
Theta: -0.09
Omega: 6.25
Rho: 1.69
 

Quote data

Open: 3.85
High: 3.85
Low: 3.85
Previous Close: 3.54
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.64%
1 Month  
+17.02%
3 Months  
+45.28%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.63 3.04
1M High / 1M Low: 4.64 2.11
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.44
Avg. volume 1W:   0.00
Avg. price 1M:   3.61
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   255.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -