BNP Paribas Call 520 GS 21.03.2025
/ DE000PC9XEM8
BNP Paribas Call 520 GS 21.03.202.../ DE000PC9XEM8 /
| 18/10/2024 21:50:43 |
Chg.-0.160 |
Bid21:59:48 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.820EUR |
-4.02% |
3.780
Bid Size: 2,000 |
-
Ask Size: - |
Goldman Sachs Group ... |
520.00 USD |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
15/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.38 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
0.83 |
| Time value: |
3.16 |
| Break-even: |
520.09 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.08 |
| Spread %: |
2.05% |
| Delta: |
0.61 |
| Theta: |
-0.12 |
| Omega: |
7.41 |
| Rho: |
1.08 |
Quote data
| Open: |
3.880 |
| High: |
4.000 |
| Low: |
3.780 |
| Previous Close: |
3.980 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.70% |
| 1 Month |
|
|
+83.65% |
| 3 Months |
|
|
+40.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.980 |
3.420 |
| 1M High / 1M Low: |
3.980 |
2.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.722 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.749 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
