BNP Paribas Call 660 GOS 21.03.20.../  DE000PL1B6W8  /

Frankfurt Zert./BNP
1/23/2025  9:55:18 PM Chg.+0.210 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
1.290EUR +19.44% 1.300
Bid Size: 5,000
1.310
Ask Size: 5,000
GOLDMAN SACHS GRP IN... 660.00 - 3/21/2025 Call
 

Master data

WKN: PL1B6W
Issuer: BNP PARIBAS
Currency: EUR
Underlying: GOLDMAN SACHS GRP INC.
Type: Warrant
Option type: Call
Strike price: 660.00 -
Maturity: 3/21/2025
Issue date: 11/14/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 54.28
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.25
Parity: -5.21
Time value: 1.12
Break-even: 671.20
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.89
Spread abs.: 0.01
Spread %: 0.90%
Delta: 0.27
Theta: -0.22
Omega: 14.77
Rho: 0.24
 

Quote data

Open: 1.060
High: 1.560
Low: 1.040
Previous Close: 1.080
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+17.27%
1 Month  
+168.75%
3 Months     -
YTD  
+168.75%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.460 1.080
1M High / 1M Low: 1.460 0.270
6M High / 6M Low: - -
High (YTD): 1/20/2025 1.460
Low (YTD): 1/13/2025 0.270
52W High: - -
52W Low: - -
Avg. price 1W:   1.226
Avg. volume 1W:   0.000
Avg. price 1M:   0.684
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   533.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -