BNP Paribas Put 420 GS 16.01.2026
/ DE000PC2YC88
BNP Paribas Put 420 GS 16.01.2026/ DE000PC2YC88 /
| 2024-09-23 10:21:10 AM |
Chg.+0.020 |
Bid2024-09-23 |
Ask2024-09-23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.410EUR |
+0.84% |
2.410
Bid Size: 1,500 |
2.460
Ask Size: 1,500 |
Goldman Sachs Group ... |
420.00 USD |
2026-01-16 |
Put |
Master data
| WKN: |
PC2YC8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
420.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
-7.03 |
| Time value: |
2.42 |
| Break-even: |
352.17 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.41% |
| Delta: |
-0.22 |
| Theta: |
-0.04 |
| Omega: |
-4.02 |
| Rho: |
-1.60 |
Quote data
| Open: |
2.450 |
| High: |
2.450 |
| Low: |
2.410 |
| Previous Close: |
2.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.00% |
| 1 Month |
|
|
+6.64% |
| 3 Months |
|
|
-31.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.770 |
2.320 |
| 1M High / 1M Low: |
3.350 |
2.210 |
| 6M High / 6M Low: |
6.110 |
2.210 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.600 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.643 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.442 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.86% |
| Volatility 6M: |
|
107.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
