BNP Paribas Put 520 GS 20.12.2024
/ DE000PC9TLL3
BNP Paribas Put 520 GS 20.12.2024/ DE000PC9TLL3 /
| 15/08/2024 21:50:27 |
Chg.-0.150 |
Bid21:59:09 |
Ask21:59:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.470EUR |
-4.14% |
3.510
Bid Size: 1,500 |
3.520
Ask Size: 1,500 |
Goldman Sachs Group ... |
520.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
PC9TLL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
520.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
14/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.89 |
| Intrinsic value: |
1.93 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
1.93 |
| Time value: |
1.69 |
| Break-even: |
436.03 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.28% |
| Delta: |
-0.54 |
| Theta: |
-0.08 |
| Omega: |
-6.78 |
| Rho: |
-0.98 |
Quote data
| Open: |
3.540 |
| High: |
3.540 |
| Low: |
3.200 |
| Previous Close: |
3.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.40% |
| 1 Month |
|
|
-13.68% |
| 3 Months |
|
|
-41.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.590 |
3.620 |
| 1M High / 1M Low: |
6.580 |
3.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.275 |
| Avg. volume 1M: |
|
230.435 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
