BNP Paribas Call 520 GS 16.01.2026
/ DE000PC7ZP04
BNP Paribas Call 520 GS 16.01.202.../ DE000PC7ZP04 /
2024-09-26 8:39:40 AM |
Chg.-0.04 |
Bid12:26:31 PM |
Ask12:26:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.79EUR |
-0.83% |
4.77 Bid Size: 1,500 |
4.82 Ask Size: 1,500 |
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: |
9.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.84 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.20 |
Parity: |
-2.59 |
Time value: |
4.68 |
Break-even: |
514.01 |
Moneyness: |
0.94 |
Premium: |
0.16 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.01 |
Spread %: |
0.21% |
Delta: |
0.54 |
Theta: |
-0.07 |
Omega: |
5.07 |
Rho: |
2.49 |
Quote data
Open: |
4.79 |
High: |
4.79 |
Low: |
4.79 |
Previous Close: |
4.83 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.68% |
1 Month |
|
|
-15.07% |
3 Months |
|
|
+24.74% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.33 |
4.62 |
1M High / 1M Low: |
5.92 |
3.87 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.96 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.96 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
132.70% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |