BNP Paribas Call 520 GS 20.12.2024
/ DE000PC9TLE8
BNP Paribas Call 520 GS 20.12.202.../ DE000PC9TLE8 /
| 09/07/2024 11:21:15 |
Chg.0.000 |
Bid11:42:37 |
Ask11:42:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.160EUR |
0.00% |
1.160
Bid Size: 2,587 |
1.210
Ask Size: 2,500 |
Goldman Sachs Group ... |
520.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC9TLE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
14/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
37.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-5.09 |
| Time value: |
1.15 |
| Break-even: |
491.62 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
0.88% |
| Delta: |
0.30 |
| Theta: |
-0.08 |
| Omega: |
11.02 |
| Rho: |
0.52 |
Quote data
| Open: |
1.160 |
| High: |
1.160 |
| Low: |
1.140 |
| Previous Close: |
1.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.92% |
| 1 Month |
|
|
+11.54% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.370 |
1.120 |
| 1M High / 1M Low: |
1.370 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.018 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
