BNP Paribas Call 520 GOS 19.12.20.../  DE000PL1F741  /

EUWAX
23/01/2025  09:35:43 Chg.-0.27 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
13.69EUR -1.93% -
Bid Size: -
-
Ask Size: -
GOLDMAN SACHS GRP IN... 520.00 - 19/12/2025 Call
 

Master data

WKN: PL1F74
Issuer: BNP PARIBAS
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 520.00 -
Maturity: 19/12/2025
Issue date: 15/11/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.40
Leverage: Yes

Calculated values

Fair value: 11.79
Intrinsic value: 8.79
Implied volatility: 0.37
Historic volatility: 0.25
Parity: 8.79
Time value: 5.03
Break-even: 658.20
Moneyness: 1.17
Premium: 0.08
Premium p.a.: 0.09
Spread abs.: 0.05
Spread %: 0.36%
Delta: 0.76
Theta: -0.13
Omega: 3.32
Rho: 2.90
 

Quote data

Open: 13.69
High: 13.69
Low: 13.69
Previous Close: 13.96
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.70%
1 Month  
+45.18%
3 Months     -
YTD  
+42.60%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 13.96 12.48
1M High / 1M Low: 13.96 8.62
6M High / 6M Low: - -
High (YTD): 22/01/2025 13.96
Low (YTD): 13/01/2025 8.62
52W High: - -
52W Low: - -
Avg. price 1W:   13.54
Avg. volume 1W:   0.00
Avg. price 1M:   10.94
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -