BNP Paribas Call 580 GOS 19.12.20.../  DE000PG3QPA2  /

Frankfurt Zert./BNP
2024-11-08  9:50:29 PM Chg.+0.440 Bid9:59:36 PM Ask- Underlying Strike price Expiration date Option type
7.240EUR +6.47% -
Bid Size: -
-
Ask Size: -
GOLDMAN SACHS GRP IN... 580.00 - 2025-12-19 Call
 

Master data

WKN: PG3QPA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 580.00 -
Maturity: 2025-12-19
Issue date: 2024-07-08
Last trading day: 2024-11-11
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.72
Leverage: Yes

Calculated values

Fair value: 5.53
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.24
Parity: -2.10
Time value: 7.24
Break-even: 652.40
Moneyness: 0.96
Premium: 0.17
Premium p.a.: 0.15
Spread abs.: 0.04
Spread %: 0.56%
Delta: 0.56
Theta: -0.11
Omega: 4.34
Rho: 2.64
 

Quote data

Open: 6.750
High: 7.480
Low: 6.750
Previous Close: 6.800
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+91.53%
3 Months  
+134.30%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.240 7.240
1M High / 1M Low: 8.010 3.320
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   7.240
Avg. volume 1W:   0.000
Avg. price 1M:   4.306
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   423.96%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -