BNP Paribas Put 520 GOS 17.01.2025
/ DE000PC9TLM1
BNP Paribas Put 520 GOS 17.01.202.../ DE000PC9TLM1 /
| 2024-11-08 9:50:29 PM |
Chg.-0.070 |
Bid9:59:55 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-13.73% |
-
Bid Size: - |
-
Ask Size: - |
GOLDMAN SACHS GRP IN... |
520.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
PC9TLM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GOLDMAN SACHS GRP INC. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
520.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2024-11-11 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-127.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.24 |
| Parity: |
-3.90 |
| Time value: |
0.44 |
| Break-even: |
515.60 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
-0.01 |
| Spread %: |
-2.22% |
| Delta: |
-0.17 |
| Theta: |
-0.09 |
| Omega: |
-21.36 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.380 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-80.53% |
| 3 Months |
|
|
-88.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.440 |
| 1M High / 1M Low: |
2.730 |
0.440 |
| 6M High / 6M Low: |
7.280 |
0.440 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.440 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.958 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.466 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
347.23% |
| Volatility 6M: |
|
204.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
