BNP Paribas Put 440 GS 21.06.2024
/ DE000PC2YCT0
BNP Paribas Put 440 GS 21.06.2024/ DE000PC2YCT0 /
| 2024-05-03 9:50:31 PM |
Chg.-0.370 |
Bid9:59:27 PM |
Ask9:59:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
-22.56% |
1.250
Bid Size: 2,400 |
1.260
Ask Size: 2,381 |
Goldman Sachs Group ... |
440.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
PC2YCT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
440.00 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: |
-32.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.20 |
| Parity: |
0.17 |
| Time value: |
1.09 |
| Break-even: |
396.26 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
0.80% |
| Delta: |
-0.48 |
| Theta: |
-0.11 |
| Omega: |
-15.49 |
| Rho: |
-0.27 |
Quote data
| Open: |
1.450 |
| High: |
1.670 |
| Low: |
1.150 |
| Previous Close: |
1.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.85% |
| 1 Month |
|
|
-64.02% |
| 3 Months |
|
|
-75.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.960 |
1.270 |
| 1M High / 1M Low: |
4.990 |
1.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.655 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.034 |
| Avg. volume 1M: |
|
113.810 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
