OverviewChartNewsTraderScreen

BNP Paribas Put 320 GS 20.12.2024/  DE000PN77G24  /

Frankfurt Zert./BNP
2024-06-07  9:50:25 PM Chg.0.000 Bid9:59:23 PM Ask9:59:23 PM Underlying Strike price Expiration date Option type
0.180EUR 0.00% 0.190
Bid Size: 10,000		 0.200
Ask Size: 10,000		 Goldman Sachs Group ... 320.00 USD 2024-12-20 Put
 

Master data

WKN: PN77G2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Put
Strike price: 320.00 USD
Maturity: 2024-12-20
Issue date: 2023-09-07
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -221.36
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.19
Parity: -12.68
Time value: 0.19
Break-even: 291.90
Moneyness: 0.70
Premium: 0.31
Premium p.a.: 0.64
Spread abs.: 0.01
Spread %: 5.56%
Delta: -0.04
Theta: -0.02
Omega: -9.48
Rho: -0.11
 

Quote data

Open: 0.180
High: 0.190
Low: 0.180
Previous Close: 0.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -45.45%
3 Months
  -80.22%
YTD
  -85.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.180
1M High / 1M Low: 0.330 0.180
6M High / 6M Low: 2.040 0.180
High (YTD): 2024-01-03 1.310
Low (YTD): 2024-06-06 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.196
Avg. volume 1W:   0.000
Avg. price 1M:   0.229
Avg. volume 1M:   0.000
Avg. price 6M:   0.839
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.77%
Volatility 6M:   119.47%
Volatility 1Y:   -
Volatility 3Y:   -