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: |
|
- |