BNP Paribas Call 530 GS 21.03.2025
/ DE000PC9XEL0
BNP Paribas Call 530 GS 21.03.202.../ DE000PC9XEL0 /
| 2024-07-30 10:20:47 AM |
Chg.-0.050 |
Bid10:32:44 AM |
Ask10:32:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.530EUR |
-1.94% |
2.540
Bid Size: 2,000 |
2.590
Ask Size: 2,000 |
Goldman Sachs Group ... |
530.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
PC9XEL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
530.00 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: |
17.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.85 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
-3.45 |
| Time value: |
2.56 |
| Break-even: |
515.47 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.39% |
| Delta: |
0.44 |
| Theta: |
-0.09 |
| Omega: |
7.77 |
| Rho: |
1.11 |
Quote data
| Open: |
2.540 |
| High: |
2.560 |
| Low: |
2.530 |
| Previous Close: |
2.580 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.61% |
| 1 Month |
|
|
+93.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.880 |
2.400 |
| 1M High / 1M Low: |
3.140 |
1.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.600 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.240 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
