BNP Paribas Put 17 GOLD 16.01.2026
/ DE000PC5C7V2
BNP Paribas Put 17 GOLD 16.01.202.../ DE000PC5C7V2 /
27/09/2024 10:50:31 |
Chg.+0.080 |
Bid11:08:26 |
Ask11:08:26 |
Underlying |
Strike price |
Expiration date |
Option type |
1.220EUR |
+7.02% |
1.210 Bid Size: 9,000 |
1.220 Ask Size: 9,000 |
Barrick Gold Corpora... |
17.00 USD |
16/01/2026 |
Put |
Master data
WKN: |
PC5C7V |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Barrick Gold Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
17.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
21/02/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-15.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.69 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.29 |
Parity: |
-3.59 |
Time value: |
1.18 |
Break-even: |
14.03 |
Moneyness: |
0.81 |
Premium: |
0.25 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.03 |
Spread %: |
2.61% |
Delta: |
-0.21 |
Theta: |
0.00 |
Omega: |
-3.32 |
Rho: |
-0.07 |
Quote data
Open: |
1.170 |
High: |
1.220 |
Low: |
1.170 |
Previous Close: |
1.140 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-6.87% |
1 Month |
|
|
-13.48% |
3 Months |
|
|
-47.86% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.320 |
1.140 |
1M High / 1M Low: |
1.710 |
1.140 |
6M High / 6M Low: |
2.780 |
1.140 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.252 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.413 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.073 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
84.56% |
Volatility 6M: |
|
93.22% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |