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BNP Paribas Put 380 GS 20.12.2024/  DE000PN77G40  /

EUWAX
2024-06-07  8:16:56 AM Chg.+0.020 Bid6:02:56 PM Ask6:02:56 PM Underlying Strike price Expiration date Option type
0.580EUR +3.57% 0.600
Bid Size: 5,000		 0.610
Ask Size: 4,919		 Goldman Sachs Group ... 380.00 USD 2024-12-20 Put
 

Master data

WKN: PN77G4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Put
Strike price: 380.00 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: -70.10
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.19
Parity: -7.17
Time value: 0.60
Break-even: 342.89
Moneyness: 0.83
Premium: 0.18
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 1.69%
Delta: -0.13
Theta: -0.04
Omega: -9.08
Rho: -0.32
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.560
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.67%
1 Month
  -40.21%
3 Months
  -75.53%
YTD
  -79.36%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.560
1M High / 1M Low: 0.970 0.560
6M High / 6M Low: 4.600 0.560
High (YTD): 2024-01-17 3.190
Low (YTD): 2024-06-06 0.560
52W High: - -
52W Low: - -
Avg. price 1W:   0.644
Avg. volume 1W:   0.000
Avg. price 1M:   0.717
Avg. volume 1M:   0.000
Avg. price 6M:   2.181
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   153.03%
Volatility 6M:   119.04%
Volatility 1Y:   -
Volatility 3Y:   -