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BNP Paribas Put 350 GS 17.01.2025/  DE000PN77G73  /

Frankfurt Zert./BNP
2024-06-07  9:50:23 PM Chg.+0.010 Bid9:56:58 PM Ask9:56:58 PM Underlying Strike price Expiration date Option type
0.420EUR +2.44% 0.430
Bid Size: 6,977		 0.440
Ask Size: 6,819		 Goldman Sachs Group ... 350.00 USD 2025-01-17 Put
 

Master data

WKN: PN77G7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Put
Strike price: 350.00 USD
Maturity: 2025-01-17
Issue date: 2023-09-07
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -100.14
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.19
Parity: -9.92
Time value: 0.42
Break-even: 317.14
Moneyness: 0.76
Premium: 0.25
Premium p.a.: 0.43
Spread abs.: 0.01
Spread %: 2.44%
Delta: -0.09
Theta: -0.03
Omega: -8.51
Rho: -0.25
 

Quote data

Open: 0.410
High: 0.430
Low: 0.400
Previous Close: 0.410
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.64%
1 Month
  -38.24%
3 Months
  -75.00%
YTD
  -78.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.400
1M High / 1M Low: 0.680 0.400
6M High / 6M Low: 3.230 0.400
High (YTD): 2024-01-17 2.160
Low (YTD): 2024-06-05 0.400
52W High: - -
52W Low: - -
Avg. price 1W:   0.440
Avg. volume 1W:   0.000
Avg. price 1M:   0.503
Avg. volume 1M:   0.000
Avg. price 6M:   1.502
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.40%
Volatility 6M:   111.51%
Volatility 1Y:   -
Volatility 3Y:   -