BNP Paribas Call 480 GS 20.09.2024
/ DE000PC9P5A1
BNP Paribas Call 480 GS 20.09.202.../ DE000PC9P5A1 /
| 2024-06-21 9:50:27 PM |
Chg.-0.280 |
Bid9:59:12 PM |
Ask9:59:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
-23.14% |
0.920
Bid Size: 3,261 |
0.930
Ask Size: 3,226 |
Goldman Sachs Group ... |
480.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC9P5A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
45.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
-2.79 |
| Time value: |
0.93 |
| Break-even: |
458.23 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
1.09% |
| Delta: |
0.33 |
| Theta: |
-0.10 |
| Omega: |
14.78 |
| Rho: |
0.32 |
Quote data
| Open: |
1.210 |
| High: |
1.210 |
| Low: |
0.930 |
| Previous Close: |
1.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.90% |
| 1 Month |
|
|
-32.12% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
0.930 |
| 1M High / 1M Low: |
1.500 |
0.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.088 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.166 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
