BNP Paribas Call 18.5 GOLD 16.01.2026
/ DE000PC6L962
BNP Paribas Call 18.5 GOLD 16.01..../ DE000PC6L962 /
| 17/07/2024 21:50:29 |
Chg.-0.180 |
Bid21:59:15 |
Ask21:59:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.490EUR |
-4.90% |
3.440
Bid Size: 7,000 |
3.460
Ask Size: 7,000 |
Barrick Gold Corpora... |
18.50 USD |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
14/03/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.17 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
0.69 |
| Time value: |
3.02 |
| Break-even: |
20.68 |
| Moneyness: |
1.04 |
| Premium: |
0.17 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.54% |
| Delta: |
0.67 |
| Theta: |
0.00 |
| Omega: |
3.18 |
| Rho: |
0.12 |
Quote data
| Open: |
3.670 |
| High: |
3.740 |
| Low: |
3.460 |
| Previous Close: |
3.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.18% |
| 1 Month |
|
|
+60.83% |
| 3 Months |
|
|
+32.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.670 |
2.880 |
| 1M High / 1M Low: |
3.670 |
2.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.206 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.638 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
