BNP Paribas Put 520 GS 17.01.2025
/ DE000PC9TLM1
BNP Paribas Put 520 GS 17.01.2025/ DE000PC9TLM1 /
| 09/07/2024 12:20:57 |
Chg.-0.160 |
Bid12:33:31 |
Ask12:33:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.650EUR |
-2.75% |
5.640
Bid Size: 2,500 |
5.690
Ask Size: 2,500 |
Goldman Sachs Group ... |
520.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
PC9TLM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
520.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
14/05/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.12 |
| Intrinsic value: |
5.09 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
5.09 |
| Time value: |
0.78 |
| Break-even: |
421.42 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.17% |
| Delta: |
-0.66 |
| Theta: |
-0.04 |
| Omega: |
-4.79 |
| Rho: |
-1.79 |
Quote data
| Open: |
5.790 |
| High: |
5.820 |
| Low: |
5.650 |
| Previous Close: |
5.810 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.25% |
| 1 Month |
|
|
-12.27% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.920 |
5.370 |
| 1M High / 1M Low: |
7.280 |
5.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.736 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.474 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
