BNP Paribas Call 12.5 GOLD 16.01.2026
/ DE000PC5C6X0
BNP Paribas Call 12.5 GOLD 16.01..../ DE000PC5C6X0 /
| 10/18/2024 9:50:31 PM |
Chg.+0.410 |
Bid9:59:15 PM |
Ask9:59:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.300EUR |
+5.20% |
8.340
Bid Size: 5,000 |
8.360
Ask Size: 5,000 |
Barrick Gold Corpora... |
12.50 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC5C6X |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Barrick Gold Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
2/21/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.29 |
| Intrinsic value: |
7.75 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.30 |
| Parity: |
7.75 |
| Time value: |
0.61 |
| Break-even: |
19.86 |
| Moneyness: |
1.67 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.24% |
| Delta: |
0.95 |
| Theta: |
0.00 |
| Omega: |
2.19 |
| Rho: |
0.12 |
Quote data
| Open: |
8.010 |
| High: |
8.510 |
| Low: |
7.950 |
| Previous Close: |
7.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.81% |
| 1 Month |
|
|
+9.93% |
| 3 Months |
|
|
+27.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.300 |
7.490 |
| 1M High / 1M Low: |
8.300 |
7.170 |
| 6M High / 6M Low: |
8.300 |
4.800 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.796 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.617 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.363 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.02% |
| Volatility 6M: |
|
76.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
