BNP Paribas Call 18.5 GOLD 16.01.2026
/ DE000PC6L962
BNP Paribas Call 18.5 GOLD 16.01..../ DE000PC6L962 /
| 8/16/2024 9:50:25 PM |
Chg.+0.390 |
Bid9:56:16 PM |
Ask9:56:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.930EUR |
+11.02% |
3.930
Bid Size: 7,000 |
3.940
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: |
4.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.04 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.29 |
| Parity: |
0.50 |
| Time value: |
3.03 |
| Break-even: |
20.39 |
| Moneyness: |
1.03 |
| Premium: |
0.17 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
0.86% |
| Delta: |
0.66 |
| Theta: |
0.00 |
| Omega: |
3.23 |
| Rho: |
0.11 |
Quote data
| Open: |
3.520 |
| High: |
3.930 |
| Low: |
3.460 |
| Previous Close: |
3.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.15% |
| 1 Month |
|
|
+7.08% |
| 3 Months |
|
|
+41.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.560 |
2.600 |
| 1M High / 1M Low: |
3.670 |
2.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.342 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.075 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
