BNP Paribas Call 16 GOLD 16.01.2026
/ DE000PC1FLH7
BNP Paribas Call 16 GOLD 16.01.20.../ DE000PC1FLH7 /
16/08/2024 21:50:40 |
Chg.+0.450 |
Bid21:56:16 |
Ask21:56:16 |
Underlying |
Strike price |
Expiration date |
Option type |
5.190EUR |
+9.49% |
5.180 Bid Size: 6,000 |
5.200 Ask Size: 6,000 |
Barrick Gold Corpora... |
16.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
PC1FLH |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Barrick Gold Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
08/12/2023 |
Last trading day: |
15/01/2026 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.34 |
Intrinsic value: |
2.78 |
Implied volatility: |
0.36 |
Historic volatility: |
0.29 |
Parity: |
2.78 |
Time value: |
1.95 |
Break-even: |
19.31 |
Moneyness: |
1.19 |
Premium: |
0.11 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.03 |
Spread %: |
0.64% |
Delta: |
0.77 |
Theta: |
0.00 |
Omega: |
2.83 |
Rho: |
0.12 |
Quote data
Open: |
4.720 |
High: |
5.190 |
Low: |
4.660 |
Previous Close: |
4.740 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+44.17% |
1 Month |
|
|
+5.70% |
3 Months |
|
|
+35.86% |
YTD |
|
|
+18.76% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.760 |
3.600 |
1M High / 1M Low: |
4.910 |
3.370 |
6M High / 6M Low: |
4.910 |
2.230 |
High (YTD): |
16/07/2024 |
4.910 |
Low (YTD): |
14/02/2024 |
2.160 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.498 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.192 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.522 |
Avg. volume 6M: |
|
3.937 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
127.49% |
Volatility 6M: |
|
98.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |