BNP Paribas Put 480 GS 17.01.2025
/ DE000PC7ZP38
BNP Paribas Put 480 GS 17.01.2025/ DE000PC7ZP38 /
| 2024-06-07 6:05:26 PM |
Chg.+0.080 |
Bid6:14:06 PM |
Ask6:14:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.860EUR |
+2.12% |
3.880
Bid Size: 1,000 |
3.890
Ask Size: 1,000 |
Goldman Sachs Group ... |
480.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
PC7ZP3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
480.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.08 |
| Intrinsic value: |
2.01 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
2.01 |
| Time value: |
1.77 |
| Break-even: |
402.90 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.27% |
| Delta: |
-0.51 |
| Theta: |
-0.05 |
| Omega: |
-5.70 |
| Rho: |
-1.55 |
Quote data
| Open: |
3.750 |
| High: |
3.970 |
| Low: |
3.680 |
| Previous Close: |
3.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.74% |
| 1 Month |
|
|
-20.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.020 |
3.610 |
| 1M High / 1M Low: |
4.840 |
3.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.874 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.995 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
