BNP Paribas Put 500 GS 16.01.2026
/ DE000PC25YL3
BNP Paribas Put 500 GS 16.01.2026/ DE000PC25YL3 /
| 2024-09-23 11:21:01 AM |
Chg.+0.030 |
Bid11:24:51 AM |
Ask11:24:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.020EUR |
+0.60% |
5.010
Bid Size: 1,500 |
5.060
Ask Size: 1,500 |
Goldman Sachs Group ... |
500.00 USD |
2026-01-16 |
Put |
Master data
| WKN: |
PC25YL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.24 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
0.14 |
| Time value: |
4.89 |
| Break-even: |
397.76 |
| Moneyness: |
1.00 |
| Premium: |
0.11 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.20% |
| Delta: |
-0.39 |
| Theta: |
-0.04 |
| Omega: |
-3.42 |
| Rho: |
-2.92 |
Quote data
| Open: |
5.090 |
| High: |
5.090 |
| Low: |
5.020 |
| Previous Close: |
4.990 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.99% |
| 1 Month |
|
|
+7.04% |
| 3 Months |
|
|
-28.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.650 |
4.820 |
| 1M High / 1M Low: |
6.610 |
4.580 |
| 6M High / 6M Low: |
11.160 |
4.580 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.346 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.381 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.785 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.92% |
| Volatility 6M: |
|
92.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
