BNP Paribas Put 520 GS 17.01.2025
/ DE000PC9TLM1
BNP Paribas Put 520 GS 17.01.2025/ DE000PC9TLM1 /
| 11/10/2024 08:13:49 |
Chg.-0.04 |
Bid14:30:04 |
Ask14:30:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.25EUR |
-1.22% |
3.03
Bid Size: 1,500 |
3.08
Ask Size: 1,500 |
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: |
-14.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.56 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
1.49 |
| Time value: |
1.77 |
| Break-even: |
443.00 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.31% |
| Delta: |
-0.53 |
| Theta: |
-0.11 |
| Omega: |
-7.56 |
| Rho: |
-0.75 |
Quote data
| Open: |
3.25 |
| High: |
3.25 |
| Low: |
3.25 |
| Previous Close: |
3.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.69% |
| 1 Month |
|
|
-41.12% |
| 3 Months |
|
|
-34.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.15 |
3.29 |
| 1M High / 1M Low: |
5.52 |
3.22 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
