BNP Paribas Put 380 GS 20.09.2024
/ DE000PN77G08
BNP Paribas Put 380 GS 20.09.2024/ DE000PN77G08 /
| 2024-06-07 8:16:56 AM |
Chg.+0.010 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
+5.26% |
-
Bid Size: - |
-
Ask Size: - |
Goldman Sachs Group ... |
380.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PN77G0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
380.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-191.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-7.17 |
| Time value: |
0.22 |
| Break-even: |
346.69 |
| Moneyness: |
0.83 |
| Premium: |
0.18 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.01 |
| Spread %: |
4.76% |
| Delta: |
-0.08 |
| Theta: |
-0.04 |
| Omega: |
-14.49 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-55.56% |
| 3 Months |
|
|
-88.95% |
| YTD |
|
|
-91.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.190 |
| 1M High / 1M Low: |
0.450 |
0.190 |
| 6M High / 6M Low: |
4.200 |
0.190 |
| High (YTD): |
2024-01-17 |
2.650 |
| Low (YTD): |
2024-06-06 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.281 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.651 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.82% |
| Volatility 6M: |
|
162.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
