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BNP Paribas Put 380 GS 17.01.2025/  DE000PN77G81  /

Frankfurt Zert./BNP
2024-05-31  9:50:29 PM Chg.-0.120 Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
0.810EUR -12.90% 0.790
Bid Size: 3,798		 0.800
Ask Size: 3,750		 Goldman Sachs Group ... 380.00 USD 2025-01-17 Put
 

Master data

WKN: PN77G8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Put
Strike price: 380.00 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: -52.60
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.19
Parity: -7.05
Time value: 0.80
Break-even: 342.28
Moneyness: 0.83
Premium: 0.19
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 1.27%
Delta: -0.15
Theta: -0.04
Omega: -7.83
Rho: -0.45
 

Quote data

Open: 0.920
High: 0.920
Low: 0.810
Previous Close: 0.930
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.25%
1 Month
  -47.06%
3 Months
  -69.08%
YTD
  -72.64%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.770
1M High / 1M Low: 1.400 0.720
6M High / 6M Low: 4.800 0.720
High (YTD): 2024-01-17 3.260
Low (YTD): 2024-05-21 0.720
52W High: - -
52W Low: - -
Avg. price 1W:   0.836
Avg. volume 1W:   0.000
Avg. price 1M:   0.924
Avg. volume 1M:   0.000
Avg. price 6M:   2.446
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   124.95%
Volatility 6M:   107.28%
Volatility 1Y:   -
Volatility 3Y:   -