BNP Paribas Put 450 GS 20.12.2024
/ DE000PC2YC13
BNP Paribas Put 450 GS 20.12.2024/ DE000PC2YC13 /
| 2024-10-31 8:50:30 PM |
Chg.+0.070 |
Bid8:58:15 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+26.92% |
-
Bid Size: - |
-
Ask Size: - |
Goldman Sachs Group ... |
450.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PC2YC1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
450.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-185.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
-6.85 |
| Time value: |
0.26 |
| Break-even: |
411.83 |
| Moneyness: |
0.86 |
| Premium: |
0.15 |
| Premium p.a.: |
1.73 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.09 |
| Theta: |
-0.09 |
| Omega: |
-16.69 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.280 |
| High: |
0.370 |
| Low: |
0.250 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.92% |
| 1 Month |
|
|
-60.71% |
| 3 Months |
|
|
-62.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.260 |
| 1M High / 1M Low: |
1.050 |
0.220 |
| 6M High / 6M Low: |
3.990 |
0.220 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.278 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.509 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.556 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
278.83% |
| Volatility 6M: |
|
269.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
