BNP Paribas Put 400 GS 16.01.2026
/ DE000PC1H2Y6
BNP Paribas Put 400 GS 16.01.2026/ DE000PC1H2Y6 /
| 2024-05-22 9:50:35 PM |
Chg.+0.240 |
Bid8:00:14 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.810EUR |
+9.34% |
2.770
Bid Size: 1,084 |
-
Ask Size: - |
Goldman Sachs Group ... |
400.00 USD |
2026-01-16 |
Put |
Master data
| WKN: |
PC1H2Y |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
-6.49 |
| Time value: |
2.60 |
| Break-even: |
342.53 |
| Moneyness: |
0.85 |
| Premium: |
0.21 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.78% |
| Delta: |
-0.22 |
| Theta: |
-0.03 |
| Omega: |
-3.66 |
| Rho: |
-2.01 |
Quote data
| Open: |
2.570 |
| High: |
2.820 |
| Low: |
2.570 |
| Previous Close: |
2.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.07% |
| 1 Month |
|
|
-27.20% |
| 3 Months |
|
|
-42.06% |
| YTD |
|
|
-46.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.810 |
2.570 |
| 1M High / 1M Low: |
3.940 |
2.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-17 |
5.710 |
| Low (YTD): |
2024-05-21 |
2.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.692 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.200 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
