BNP Paribas Put 520 GS 16.01.2026
/ DE000PC9XFE2
BNP Paribas Put 520 GS 16.01.2026/ DE000PC9XFE2 /
| 17/09/2024 08:24:49 |
Chg.-0.28 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.58EUR |
-4.08% |
-
Bid Size: - |
-
Ask Size: - |
Goldman Sachs Group ... |
520.00 USD |
16/01/2026 |
Put |
Master data
| WKN: |
PC9XFE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
520.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
15/05/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.67 |
| Intrinsic value: |
3.13 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
3.13 |
| Time value: |
3.47 |
| Break-even: |
401.24 |
| Moneyness: |
1.07 |
| Premium: |
0.08 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.15% |
| Delta: |
-0.46 |
| Theta: |
-0.04 |
| Omega: |
-3.03 |
| Rho: |
-3.54 |
Quote data
| Open: |
6.58 |
| High: |
6.58 |
| Low: |
6.58 |
| Previous Close: |
6.86 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.32% |
| 1 Month |
|
|
+11.90% |
| 3 Months |
|
|
-19.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.68 |
6.58 |
| 1M High / 1M Low: |
7.68 |
5.43 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
