BNP Paribas Put 380 GS 17.01.2025
/ DE000PN77G81
BNP Paribas Put 380 GS 17.01.2025/ DE000PN77G81 /
| 2024-05-31 12:48:06 PM |
Chg.-0.010 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
-1.09% |
-
Bid Size: - |
-
Ask Size: - |
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: |
0.910 |
| High: |
0.910 |
| Low: |
0.910 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.81% |
| 1 Month |
|
|
-36.81% |
| 3 Months |
|
|
-64.17% |
| YTD |
|
|
-68.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.760 |
| 1M High / 1M Low: |
1.460 |
0.710 |
| 6M High / 6M Low: |
4.800 |
0.710 |
| High (YTD): |
2024-01-17 |
3.330 |
| Low (YTD): |
2024-05-20 |
0.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.846 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.947 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.457 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.50% |
| Volatility 6M: |
|
108.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
