BNP Paribas Put 16.5 GOLD 20.12.2024
/ DE000PC5C7E8
BNP Paribas Put 16.5 GOLD 20.12.2.../ DE000PC5C7E8 /
| 9/17/2024 9:50:36 PM |
Chg.+0.010 |
Bid9/17/2024 |
Ask9/17/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
+5.56% |
0.190
Bid Size: 30,000 |
0.200
Ask Size: 30,000 |
Barrick Gold Corpora... |
16.50 USD |
12/20/2024 |
Put |
Master data
| WKN: |
PC5C7E |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Barrick Gold Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.50 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
2/21/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-92.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
-3.61 |
| Time value: |
0.20 |
| Break-even: |
14.63 |
| Moneyness: |
0.80 |
| Premium: |
0.21 |
| Premium p.a.: |
1.07 |
| Spread abs.: |
0.01 |
| Spread %: |
5.26% |
| Delta: |
-0.11 |
| Theta: |
0.00 |
| Omega: |
-9.74 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.190 |
| High: |
0.200 |
| Low: |
0.180 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.48% |
| 1 Month |
|
|
-42.42% |
| 3 Months |
|
|
-87.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.170 |
| 1M High / 1M Low: |
0.370 |
0.170 |
| 6M High / 6M Low: |
2.060 |
0.170 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.212 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.247 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.971 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.39% |
| Volatility 6M: |
|
207.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
