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BNP Paribas Put 350 GS 17.01.2025/  DE000PN77G73  /

EUWAX
2024-06-07  8:16:56 AM Chg.+0.010 Bid4:22:34 PM Ask4:22:34 PM Underlying Strike price Expiration date Option type
0.410EUR +2.50% 0.410
Bid Size: 7,318		 0.420
Ask Size: 7,143		 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: 0.410
Low: 0.410
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.64%
1 Month
  -39.71%
3 Months
  -74.69%
YTD
  -79.08%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.400
1M High / 1M Low: 0.680 0.400
6M High / 6M Low: 3.220 0.400
High (YTD): 2024-01-17 2.210
Low (YTD): 2024-06-06 0.400
52W High: - -
52W Low: - -
Avg. price 1W:   0.458
Avg. volume 1W:   0.000
Avg. price 1M:   0.510
Avg. volume 1M:   0.000
Avg. price 6M:   1.510
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.31%
Volatility 6M:   112.83%
Volatility 1Y:   -
Volatility 3Y:   -