BNP Paribas Put 420 GS 21.06.2024
/ DE000PC2YCR4
BNP Paribas Put 420 GS 21.06.2024/ DE000PC2YCR4 /
| 2024-05-03 9:50:30 PM |
Chg.-0.230 |
Bid9:59:05 PM |
Ask9:59:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-29.87% |
0.530
Bid Size: 5,661 |
0.540
Ask Size: 5,556 |
Goldman Sachs Group ... |
420.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
PC2YCR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
420.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-75.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.20 |
| Parity: |
-1.69 |
| Time value: |
0.54 |
| Break-even: |
384.88 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.01 |
| Spread %: |
1.89% |
| Delta: |
-0.26 |
| Theta: |
-0.10 |
| Omega: |
-19.82 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.650 |
| High: |
0.780 |
| Low: |
0.490 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.16% |
| 1 Month |
|
|
-76.00% |
| 3 Months |
|
|
-85.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.540 |
| 1M High / 1M Low: |
3.400 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.782 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.812 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
