BNP Paribas Put 480 GS 20.06.2025
/ DE000PC7ZP46
BNP Paribas Put 480 GS 20.06.2025/ DE000PC7ZP46 /
| 2024-06-07 9:20:33 PM |
Chg.+0.100 |
Bid9:41:24 PM |
Ask9:41:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.700EUR |
+2.17% |
4.730
Bid Size: 1,000 |
4.740
Ask Size: 1,000 |
Goldman Sachs Group ... |
480.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
PC7ZP4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
480.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.45 |
| Intrinsic value: |
2.01 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
2.01 |
| Time value: |
2.59 |
| Break-even: |
394.70 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.22% |
| Delta: |
-0.46 |
| Theta: |
-0.03 |
| Omega: |
-4.21 |
| Rho: |
-2.48 |
Quote data
| Open: |
4.570 |
| High: |
4.770 |
| Low: |
4.510 |
| Previous Close: |
4.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.08% |
| 1 Month |
|
|
-15.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.800 |
4.450 |
| 1M High / 1M Low: |
5.550 |
4.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.783 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
