BNP Paribas Put 420 GS 21.06.2024
/ DE000PC2YCR4
BNP Paribas Put 420 GS 21.06.2024/ DE000PC2YCR4 /
| 2024-06-05 8:34:09 AM |
Chg.-0.019 |
Bid8:40:06 AM |
Ask8:40:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.045EUR |
-29.69% |
0.044
Bid Size: 10,000 |
0.098
Ask Size: 10,000 |
Goldman Sachs Group ... |
420.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
PC2YCR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
420.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-458.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-3.21 |
| Time value: |
0.09 |
| Break-even: |
384.15 |
| Moneyness: |
0.92 |
| Premium: |
0.08 |
| Premium p.a.: |
4.12 |
| Spread abs.: |
0.02 |
| Spread %: |
31.88% |
| Delta: |
-0.08 |
| Theta: |
-0.10 |
| Omega: |
-36.40 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.045 |
| High: |
0.045 |
| Low: |
0.045 |
| Previous Close: |
0.064 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.71% |
| 1 Month |
|
|
-93.28% |
| 3 Months |
|
|
-98.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.051 |
| 1M High / 1M Low: |
0.480 |
0.044 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.081 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.146 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
565.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
