BNP Paribas Put 520 GS 20.12.2024
/ DE000PC9TLL3
BNP Paribas Put 520 GS 20.12.2024/ DE000PC9TLL3 /
| 16/07/2024 21:50:25 |
Chg.-0.690 |
Bid21:59:51 |
Ask21:59:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.330EUR |
-17.16% |
3.410
Bid Size: 2,000 |
3.420
Ask Size: 2,000 |
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: |
-11.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.32 |
| Intrinsic value: |
2.55 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
2.55 |
| Time value: |
1.42 |
| Break-even: |
437.44 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
-0.56 |
| Theta: |
-0.06 |
| Omega: |
-6.42 |
| Rho: |
-1.27 |
Quote data
| Open: |
3.910 |
| High: |
4.060 |
| Low: |
3.320 |
| Previous Close: |
4.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.83% |
| 1 Month |
|
|
-53.16% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.110 |
4.020 |
| 1M High / 1M Low: |
7.100 |
4.020 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.814 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
