BNP Paribas Put 460 GS 17.01.2025
/ DE000PC6NQ81
BNP Paribas Put 460 GS 17.01.2025/ DE000PC6NQ81 /
| 2024-06-07 9:50:25 PM |
Chg.+0.110 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.940EUR |
+3.89% |
2.970
Bid Size: 1,011 |
2.980
Ask Size: 1,007 |
Goldman Sachs Group ... |
460.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
PC6NQ8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
460.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.12 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
0.17 |
| Time value: |
2.67 |
| Break-even: |
393.94 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.35% |
| Delta: |
-0.42 |
| Theta: |
-0.05 |
| Omega: |
-6.28 |
| Rho: |
-1.27 |
Quote data
| Open: |
2.800 |
| High: |
2.980 |
| Low: |
2.750 |
| Previous Close: |
2.830 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.29% |
| 1 Month |
|
|
-17.88% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.040 |
2.700 |
| 1M High / 1M Low: |
3.580 |
2.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.898 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.007 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
