BNP Paribas Put 500 GS 20.12.2024
/ DE000PC84QR3
BNP Paribas Put 500 GS 20.12.2024/ DE000PC84QR3 /
| 2024-06-07 7:20:51 PM |
Chg.+0.050 |
Bid7:30:10 PM |
Ask7:30:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.810EUR |
+1.05% |
4.790
Bid Size: 1,000 |
4.800
Ask Size: 1,000 |
Goldman Sachs Group ... |
500.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PC84QR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.18 |
| Intrinsic value: |
3.85 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
3.85 |
| Time value: |
0.90 |
| Break-even: |
411.56 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.21% |
| Delta: |
-0.62 |
| Theta: |
-0.04 |
| Omega: |
-5.46 |
| Rho: |
-1.65 |
Quote data
| Open: |
4.720 |
| High: |
4.990 |
| Low: |
4.640 |
| Previous Close: |
4.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.99% |
| 1 Month |
|
|
-19.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.020 |
4.540 |
| 1M High / 1M Low: |
6.000 |
4.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.856 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.972 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
