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

Frankfurt Zert./BNP
2024-09-20  9:50:43 PM Chg.-0.290 Bid9:59:27 PM Ask9:59:27 PM Underlying Strike price Expiration date Option type
3.960EUR -6.82% 3.930
Bid Size: 1,000
3.940
Ask Size: 1,000
Goldman Sachs Group ... 550.00 USD 2026-01-16 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: 2026-01-16
Issue date: 2024-04-30
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.33
Leverage: Yes

Calculated values

Fair value: 3.16
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.20
Parity: -4.62
Time value: 3.94
Break-even: 532.09
Moneyness: 0.91
Premium: 0.19
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 0.25%
Delta: 0.48
Theta: -0.07
Omega: 5.42
Rho: 2.30
 

Quote data

Open: 4.190
High: 4.250
Low: 3.840
Previous Close: 4.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+18.21%
1 Month
  -1.98%
3 Months  
+47.21%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.250 3.410
1M High / 1M Low: 4.700 2.960
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.728
Avg. volume 1W:   0.000
Avg. price 1M:   3.886
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   168.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -