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BNP Paribas Put 350 GS 20.12.2024/  DE000PN77G32  /

Frankfurt Zert./BNP
2024-06-07  9:50:25 PM Chg.+0.010 Bid9:59:42 PM Ask9:59:42 PM Underlying Strike price Expiration date Option type
0.330EUR +3.13% 0.340
Bid Size: 8,824		 0.350
Ask Size: 8,572		 Goldman Sachs Group ... 350.00 USD 2024-12-20 Put
 

Master data

WKN: PN77G3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Put
Strike price: 350.00 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: -127.45
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.19
Parity: -9.92
Time value: 0.33
Break-even: 318.04
Moneyness: 0.76
Premium: 0.24
Premium p.a.: 0.50
Spread abs.: 0.01
Spread %: 3.13%
Delta: -0.07
Theta: -0.03
Omega: -9.47
Rho: -0.19
 

Quote data

Open: 0.320
High: 0.340
Low: 0.310
Previous Close: 0.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.16%
1 Month
  -41.07%
3 Months
  -78.29%
YTD
  -82.35%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.310
1M High / 1M Low: 0.560 0.310
6M High / 6M Low: 3.120 0.310
High (YTD): 2024-01-03 2.030
Low (YTD): 2024-06-05 0.310
52W High: - -
52W Low: - -
Avg. price 1W:   0.346
Avg. volume 1W:   0.000
Avg. price 1M:   0.400
Avg. volume 1M:   0.000
Avg. price 6M:   1.365
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.29%
Volatility 6M:   117.95%
Volatility 1Y:   -
Volatility 3Y:   -