BNP Paribas Call 520 GS 16.01.2026
/ DE000PC7ZP04
BNP Paribas Call 520 GS 16.01.202.../ DE000PC7ZP04 /
2024-09-20 9:50:32 PM |
Chg.-0.330 |
Bid9:59:16 PM |
Ask9:59:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.080EUR |
-6.10% |
- Bid Size: - |
- Ask Size: - |
Goldman Sachs Group ... |
520.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
PC7ZP0 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Goldman Sachs Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
520.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-04-09 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.20 |
Parity: |
-1.93 |
Time value: |
5.06 |
Break-even: |
516.41 |
Moneyness: |
0.96 |
Premium: |
0.16 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.01 |
Spread %: |
0.20% |
Delta: |
0.56 |
Theta: |
-0.07 |
Omega: |
4.94 |
Rho: |
2.63 |
Quote data
Open: |
5.340 |
High: |
5.420 |
Low: |
4.950 |
Previous Close: |
5.410 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
+12.14% |
1 Month |
|
|
-10.25% |
3 Months |
|
|
+44.73% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.410 |
4.420 |
1M High / 1M Low: |
5.930 |
3.850 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.792 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.959 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
156.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |