BNP Paribas Put 480 GS 19.12.2025
/ DE000PC7ZP61
BNP Paribas Put 480 GS 19.12.2025/ DE000PC7ZP61 /
| 2024-06-07 5:05:16 PM |
Chg.+0.020 |
Bid5:07:48 PM |
Ask5:07:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.480EUR |
+0.37% |
5.510
Bid Size: 988 |
5.530
Ask Size: 988 |
Goldman Sachs Group ... |
480.00 USD |
2025-12-19 |
Put |
Master data
| WKN: |
PC7ZP6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
480.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.74 |
| Intrinsic value: |
2.01 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
2.01 |
| Time value: |
3.47 |
| Break-even: |
385.90 |
| Moneyness: |
1.05 |
| Premium: |
0.08 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.37% |
| Delta: |
-0.42 |
| Theta: |
-0.03 |
| Omega: |
-3.23 |
| Rho: |
-3.56 |
Quote data
| Open: |
5.430 |
| High: |
5.630 |
| Low: |
5.390 |
| Previous Close: |
5.460 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.66% |
| 1 Month |
|
|
-13.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.640 |
5.310 |
| 1M High / 1M Low: |
6.330 |
5.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.528 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.634 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
