BNP Paribas Call 18.5 GOLD 16.01.2026
/ DE000PC6L962
BNP Paribas Call 18.5 GOLD 16.01..../ DE000PC6L962 /
| 9/27/2024 8:25:11 AM |
Chg.+0.15 |
Bid12:07:14 PM |
Ask12:07:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.38EUR |
+3.55% |
4.27
Bid Size: 7,000 |
4.28
Ask Size: 7,000 |
Barrick Gold Corpora... |
18.50 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC6L96 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Barrick Gold Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.50 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
3/14/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.06 |
| Intrinsic value: |
2.25 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.29 |
| Parity: |
2.25 |
| Time value: |
2.17 |
| Break-even: |
20.97 |
| Moneyness: |
1.14 |
| Premium: |
0.12 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
0.68% |
| Delta: |
0.74 |
| Theta: |
0.00 |
| Omega: |
3.13 |
| Rho: |
0.12 |
Quote data
| Open: |
4.38 |
| High: |
4.38 |
| Low: |
4.38 |
| Previous Close: |
4.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.61% |
| 1 Month |
|
|
+3.55% |
| 3 Months |
|
|
+80.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.23 |
3.89 |
| 1M High / 1M Low: |
4.46 |
3.28 |
| 6M High / 6M Low: |
4.46 |
2.03 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.33% |
| Volatility 6M: |
|
112.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
