BNP Paribas Call 23 GOLD 16.01.2026
/ DE000PC6L954
BNP Paribas Call 23 GOLD 16.01.20.../ DE000PC6L954 /
9/27/2024 11:21:01 AM |
Chg.-0.120 |
Bid11:33:55 AM |
Ask11:33:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.460EUR |
-4.65% |
2.450 Bid Size: 7,000 |
2.460 Ask Size: 7,000 |
Barrick Gold Corpora... |
23.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
PC6L95 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Barrick Gold Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
23.00 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: |
7.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.29 |
Parity: |
-1.78 |
Time value: |
2.58 |
Break-even: |
23.16 |
Moneyness: |
0.91 |
Premium: |
0.23 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.03 |
Spread %: |
1.18% |
Delta: |
0.53 |
Theta: |
0.00 |
Omega: |
3.87 |
Rho: |
0.10 |
Quote data
Open: |
2.550 |
High: |
2.550 |
Low: |
2.460 |
Previous Close: |
2.580 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+8.85% |
1 Month |
|
|
-2.77% |
3 Months |
|
|
+78.26% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.580 |
2.180 |
1M High / 1M Low: |
2.640 |
1.920 |
6M High / 6M Low: |
2.700 |
1.230 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.358 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.289 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.756 |
Avg. volume 6M: |
|
11.938 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
103.96% |
Volatility 6M: |
|
123.30% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |