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: |
|
- |
