BNP Paribas Put 460 GS 21.06.2024
/ DE000PC9P5B9
BNP Paribas Put 460 GS 21.06.2024/ DE000PC9P5B9 /
| 2024-06-11 5:35:19 PM |
Chg.+0.400 |
Bid5:43:46 PM |
Ask5:43:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.290EUR |
+44.94% |
1.320
Bid Size: 2,273 |
1.330
Ask Size: 2,256 |
Goldman Sachs Group ... |
460.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
PC9P5B |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
460.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-47.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.19 |
| Parity: |
0.60 |
| Time value: |
0.29 |
| Break-even: |
418.47 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
1.14% |
| Delta: |
-0.65 |
| Theta: |
-0.24 |
| Omega: |
-30.56 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.850 |
| High: |
1.530 |
| Low: |
0.840 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.22% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.580 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.780 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
