BNP Paribas Put 300 GS 16.01.2026
/ DE000PC1H2U4
BNP Paribas Put 300 GS 16.01.2026/ DE000PC1H2U4 /
7/24/2024 9:50:27 PM |
Chg.+0.070 |
Bid7/24/2024 |
Ask7/24/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.710EUR |
+10.94% |
0.710 Bid Size: 4,226 |
0.730 Ask Size: 4,110 |
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: |
-69.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.19 |
Parity: |
-17.71 |
Time value: |
0.65 |
Break-even: |
270.00 |
Moneyness: |
0.61 |
Premium: |
0.40 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.02 |
Spread %: |
3.17% |
Delta: |
-0.07 |
Theta: |
-0.02 |
Omega: |
-4.55 |
Rho: |
-0.53 |
Quote data
Open: |
0.640 |
High: |
0.710 |
Low: |
0.640 |
Previous Close: |
0.640 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+18.33% |
1 Month |
|
|
-18.39% |
3 Months |
|
|
-48.55% |
YTD |
|
|
-65.37% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.720 |
0.600 |
1M High / 1M Low: |
0.970 |
0.600 |
6M High / 6M Low: |
2.100 |
0.600 |
High (YTD): |
1/17/2024 |
2.190 |
Low (YTD): |
7/17/2024 |
0.600 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.666 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.792 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.359 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
95.65% |
Volatility 6M: |
|
75.46% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |