BNP Paribas Put 300 GS 16.01.2026
/ DE000PC1H2U4
BNP Paribas Put 300 GS 16.01.2026/ DE000PC1H2U4 /
10/4/2024 3:35:25 PM |
Chg.-0.060 |
Bid3:40:42 PM |
Ask3:40:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.640EUR |
-8.57% |
0.640 Bid Size: 4,688 |
0.660 Ask Size: 4,546 |
Goldman Sachs Group ... |
300.00 USD |
1/16/2026 |
Put |
Master data
WKN: |
PC1H2U |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Goldman Sachs Group Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
300.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
12/11/2023 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-61.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.20 |
Parity: |
-16.86 |
Time value: |
0.72 |
Break-even: |
264.66 |
Moneyness: |
0.62 |
Premium: |
0.40 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.02 |
Spread %: |
2.86% |
Delta: |
-0.07 |
Theta: |
-0.02 |
Omega: |
-4.45 |
Rho: |
-0.50 |
Quote data
Open: |
0.690 |
High: |
0.700 |
Low: |
0.640 |
Previous Close: |
0.700 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.23% |
1 Month |
|
|
-12.33% |
3 Months |
|
|
-20.99% |
YTD |
|
|
-68.78% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.700 |
0.620 |
1M High / 1M Low: |
0.910 |
0.600 |
6M High / 6M Low: |
1.900 |
0.590 |
High (YTD): |
1/17/2024 |
2.190 |
Low (YTD): |
7/31/2024 |
0.590 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.660 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.710 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.929 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
100.75% |
Volatility 6M: |
|
115.68% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |