BNP Paribas Put 520 GS 20.09.2024
/ DE000PG39596
BNP Paribas Put 520 GS 20.09.2024/ DE000PG39596 /
| 9/6/2024 8:14:44 AM |
Chg.+0.20 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.94EUR |
+7.30% |
-
Bid Size: - |
-
Ask Size: - |
Goldman Sachs Group ... |
520.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
PG3959 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
520.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
7/16/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.64 |
| Intrinsic value: |
3.64 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
3.64 |
| Time value: |
0.02 |
| Break-even: |
432.49 |
| Moneyness: |
1.08 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.27% |
| Delta: |
-0.93 |
| Theta: |
-0.08 |
| Omega: |
-10.95 |
| Rho: |
-0.16 |
Quote data
| Open: |
2.94 |
| High: |
2.94 |
| Low: |
2.94 |
| Previous Close: |
2.74 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+94.70% |
| 1 Month |
|
|
-37.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.12 |
1.29 |
| 1M High / 1M Low: |
4.69 |
1.29 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
532.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
