BNP Paribas Call 520 GS 21.03.202.../  DE000PL47FA0  /

EUWAX
1/23/2025  8:39:32 AM Chg.-0.28 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
11.08EUR -2.46% -
Bid Size: -
-
Ask Size: -
Goldman Sachs Group ... 520.00 USD 3/21/2025 Call
 

Master data

WKN: PL47FA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 520.00 USD
Maturity: 3/21/2025
Issue date: 1/15/2025
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.35
Leverage: Yes

Calculated values

Fair value: 11.09
Intrinsic value: 10.83
Implied volatility: 0.37
Historic volatility: 0.25
Parity: 10.83
Time value: 0.53
Break-even: 613.22
Moneyness: 1.22
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.22
Spread %: 1.97%
Delta: 0.93
Theta: -0.14
Omega: 4.95
Rho: 0.70
 

Quote data

Open: 11.08
High: 11.08
Low: 11.08
Previous Close: 11.36
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.66%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 11.36 9.58
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   10.89
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -