BNP Paribas Put 14.5 GOLD 17.01.2025
/ DE000PC5C7J7
BNP Paribas Put 14.5 GOLD 17.01.2.../ DE000PC5C7J7 /
18/10/2024 08:38:18 |
Chg.-0.018 |
Bid19:54:20 |
Ask19:54:20 |
Underlying |
Strike price |
Expiration date |
Option type |
0.053EUR |
-25.35% |
0.054 Bid Size: 100,000 |
0.091 Ask Size: 100,000 |
Barrick Gold Corpora... |
14.50 USD |
17/01/2025 |
Put |
Master data
WKN: |
PC5C7J |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Barrick Gold Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
14.50 USD |
Maturity: |
17/01/2025 |
Issue date: |
21/02/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-206.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.30 |
Parity: |
-5.39 |
Time value: |
0.09 |
Break-even: |
13.30 |
Moneyness: |
0.71 |
Premium: |
0.29 |
Premium p.a.: |
1.79 |
Spread abs.: |
0.03 |
Spread %: |
59.65% |
Delta: |
-0.05 |
Theta: |
0.00 |
Omega: |
-9.91 |
Rho: |
0.00 |
Quote data
Open: |
0.053 |
High: |
0.053 |
Low: |
0.053 |
Previous Close: |
0.071 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-26.39% |
1 Month |
|
|
-41.11% |
3 Months |
|
|
-75.91% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.077 |
0.066 |
1M High / 1M Low: |
0.090 |
0.059 |
6M High / 6M Low: |
0.920 |
0.059 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.072 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.076 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.368 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
163.35% |
Volatility 6M: |
|
215.14% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |