BNP Paribas Put 450 GS 20.12.2024
/ DE000PC2YC13
BNP Paribas Put 450 GS 20.12.2024/ DE000PC2YC13 /
10/31/2024 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 |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
1/4/2024 |
Last trading day: |
12/19/2024 |
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 |
|
|
-5.71% |
1 Month |
|
|
-64.52% |
3 Months |
|
|
-71.79% |
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: |
3.710 |
0.220 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.292 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.487 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.529 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
293.75% |
Volatility 6M: |
|
272.69% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |