BNP Paribas Put 550 GS 16.01.2026
/ DE000PC84QU7
BNP Paribas Put 550 GS 16.01.2026/ DE000PC84QU7 /
| 2024-09-20 9:50:43 PM |
Chg.+0.250 |
Bid9:59:15 PM |
Ask9:59:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.380EUR |
+3.51% |
7.420
Bid Size: 1,500 |
7.430
Ask Size: 1,500 |
Goldman Sachs Group ... |
550.00 USD |
2026-01-16 |
Put |
Master data
| WKN: |
PC84QU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
550.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.62 |
| Intrinsic value: |
4.62 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
4.62 |
| Time value: |
2.81 |
| Break-even: |
418.39 |
| Moneyness: |
1.10 |
| Premium: |
0.06 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.13% |
| Delta: |
-0.50 |
| Theta: |
-0.03 |
| Omega: |
-2.98 |
| Rho: |
-3.91 |
Quote data
| Open: |
7.150 |
| High: |
7.540 |
| Low: |
7.080 |
| Previous Close: |
7.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.22% |
| 1 Month |
|
|
+6.49% |
| 3 Months |
|
|
-27.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.230 |
7.130 |
| 1M High / 1M Low: |
9.430 |
6.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.836 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.856 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
