BNP Paribas Call 550 GS 16.01.202.../  DE000PC84QP7  /

Frankfurt Zert./BNP
7/25/2024  12:21:20 PM Chg.-0.070 Bid12:28:06 PM Ask12:28:06 PM Underlying Strike price Expiration date Option type
3.990EUR -1.72% 3.980
Bid Size: 1,000
4.030
Ask Size: 1,000
Goldman Sachs Group ... 550.00 USD 1/16/2026 Call
 

Master data

WKN: PC84QP
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 550.00 USD
Maturity: 1/16/2026
Issue date: 4/30/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.09
Leverage: Yes

Calculated values

Fair value: 2.88
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.19
Parity: -5.84
Time value: 4.05
Break-even: 547.97
Moneyness: 0.88
Premium: 0.22
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 0.25%
Delta: 0.47
Theta: -0.07
Omega: 5.18
Rho: 2.51
 

Quote data

Open: 4.020
High: 4.060
Low: 3.990
Previous Close: 4.060
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.72%
1 Month  
+33.89%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.190 3.990
1M High / 1M Low: 4.920 2.570
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.058
Avg. volume 1W:   0.000
Avg. price 1M:   3.629
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   132.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -