BNP Paribas Put 320 GS 16.01.2026
/ DE000PC1H2V2
BNP Paribas Put 320 GS 16.01.2026/ DE000PC1H2V2 /
| 20/09/2024 21:50:30 |
Chg.+0.020 |
Bid21:59:14 |
Ask21:59:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+2.60% |
0.800
Bid Size: 3,750 |
0.820
Ask Size: 3,659 |
Goldman Sachs Group ... |
320.00 USD |
16/01/2026 |
Put |
Master data
| WKN: |
PC1H2V |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
320.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-57.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.20 |
| Parity: |
-16.47 |
| Time value: |
0.79 |
| Break-even: |
278.85 |
| Moneyness: |
0.64 |
| Premium: |
0.38 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
2.60% |
| Delta: |
-0.08 |
| Theta: |
-0.02 |
| Omega: |
-4.49 |
| Rho: |
-0.57 |
Quote data
| Open: |
0.770 |
| High: |
0.810 |
| Low: |
0.760 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.20% |
| 1 Month |
|
|
-3.66% |
| 3 Months |
|
|
-30.70% |
| YTD |
|
|
-68.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.770 |
| 1M High / 1M Low: |
1.160 |
0.750 |
| 6M High / 6M Low: |
2.360 |
0.740 |
| High (YTD): |
17/01/2024 |
2.700 |
| Low (YTD): |
31/07/2024 |
0.740 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.912 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.898 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.249 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.91% |
| Volatility 6M: |
|
120.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
