BNP Paribas Call 520 GS 21.03.2025
/ DE000PC9XEM8
BNP Paribas Call 520 GS 21.03.202.../ DE000PC9XEM8 /
| 2024-08-02 4:05:15 PM |
Chg.-0.430 |
Bid4:07:50 PM |
Ask4:07:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.930EUR |
-12.80% |
2.860
Bid Size: 4,000 |
2.870
Ask Size: 4,000 |
Goldman Sachs Group ... |
520.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
PC9XEM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-1.84 |
| Time value: |
3.37 |
| Break-even: |
515.79 |
| Moneyness: |
0.96 |
| Premium: |
0.11 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.30% |
| Delta: |
0.51 |
| Theta: |
-0.10 |
| Omega: |
6.99 |
| Rho: |
1.28 |
Quote data
| Open: |
3.160 |
| High: |
3.160 |
| Low: |
2.850 |
| Previous Close: |
3.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.40% |
| 1 Month |
|
|
+47.24% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.780 |
2.940 |
| 1M High / 1M Low: |
3.780 |
1.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.400 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.728 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
