BNP Paribas Put 520 GS 21.03.2025
/ DE000PC9XFB8
BNP Paribas Put 520 GS 21.03.2025/ DE000PC9XFB8 /
18/09/2024 09:21:14 |
Chg.-0.130 |
Bid09:36:26 |
Ask09:36:26 |
Underlying |
Strike price |
Expiration date |
Option type |
4.630EUR |
-2.73% |
4.660 Bid Size: 1,000 |
4.710 Ask Size: 1,000 |
Goldman Sachs Group ... |
520.00 USD |
21/03/2025 |
Put |
Master data
WKN: |
PC9XFB |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Goldman Sachs Group Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
520.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
15/05/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.90 |
Intrinsic value: |
3.11 |
Implied volatility: |
0.27 |
Historic volatility: |
0.20 |
Parity: |
3.11 |
Time value: |
1.61 |
Break-even: |
420.34 |
Moneyness: |
1.07 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
0.21% |
Delta: |
-0.57 |
Theta: |
-0.06 |
Omega: |
-5.25 |
Rho: |
-1.49 |
Quote data
Open: |
4.640 |
High: |
4.660 |
Low: |
4.630 |
Previous Close: |
4.760 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-17.62% |
1 Month |
|
|
+17.51% |
3 Months |
|
|
-30.27% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.620 |
4.730 |
1M High / 1M Low: |
5.960 |
3.430 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.114 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.425 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
186.65% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |