BNP Paribas Put 460 GS 20.12.2024
/ DE000PC2YC21
BNP Paribas Put 460 GS 20.12.2024/ DE000PC2YC21 /
| 31/10/2024 20:50:32 |
Chg.+0.090 |
Bid20:59:07 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
+26.47% |
-
Bid Size: - |
-
Ask Size: - |
Goldman Sachs Group ... |
460.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
PC2YC2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
460.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
04/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-142.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
-5.93 |
| Time value: |
0.34 |
| Break-even: |
420.24 |
| Moneyness: |
0.88 |
| Premium: |
0.13 |
| Premium p.a.: |
1.44 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.12 |
| Theta: |
-0.11 |
| Omega: |
-16.39 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.360 |
| High: |
0.480 |
| Low: |
0.320 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.51% |
| 1 Month |
|
|
-62.93% |
| 3 Months |
|
|
-69.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.340 |
| 1M High / 1M Low: |
1.310 |
0.290 |
| 6M High / 6M Low: |
4.260 |
0.290 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.621 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.821 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
292.05% |
| Volatility 6M: |
|
261.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
