BNP Paribas Put 480 GS 16.01.2026
/ DE000PC7ZP79
BNP Paribas Put 480 GS 16.01.2026/ DE000PC7ZP79 /
| 2024-06-21 10:50:44 AM |
Chg.+0.060 |
Bid11:00:15 AM |
Ask11:00:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.740EUR |
+1.06% |
5.760
Bid Size: 1,000 |
5.820
Ask Size: 1,000 |
Goldman Sachs Group ... |
480.00 USD |
2026-01-16 |
Put |
Master data
| WKN: |
PC7ZP7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
480.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.90 |
| Intrinsic value: |
2.05 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
2.05 |
| Time value: |
3.67 |
| Break-even: |
391.15 |
| Moneyness: |
1.05 |
| Premium: |
0.09 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.35% |
| Delta: |
-0.42 |
| Theta: |
-0.03 |
| Omega: |
-3.14 |
| Rho: |
-3.72 |
Quote data
| Open: |
5.660 |
| High: |
5.740 |
| Low: |
5.660 |
| Previous Close: |
5.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.42% |
| 1 Month |
|
|
+9.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.200 |
5.680 |
| 1M High / 1M Low: |
6.230 |
5.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.844 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.783 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
