BNP Paribas Put 21 GOLD 20.12.2024
/ DE000PC2W042
BNP Paribas Put 21 GOLD 20.12.202.../ DE000PC2W042 /
| 18/10/2024 08:38:33 |
Chg.-0.28 |
Bid19:19:11 |
Ask19:19:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.29EUR |
-17.83% |
1.14
Bid Size: 14,000 |
1.15
Ask Size: 14,000 |
Barrick Gold Corpora... |
21.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
PC2W04 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Barrick Gold Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
21.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
04/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.30 |
| Parity: |
0.61 |
| Time value: |
0.79 |
| Break-even: |
17.99 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
0.72% |
| Delta: |
-0.54 |
| Theta: |
-0.01 |
| Omega: |
-7.26 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.29 |
| High: |
1.29 |
| Low: |
1.29 |
| Previous Close: |
1.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.23% |
| 1 Month |
|
|
-11.64% |
| 3 Months |
|
|
-48.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.64 |
1.43 |
| 1M High / 1M Low: |
1.85 |
1.16 |
| 6M High / 6M Low: |
4.91 |
1.16 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.79% |
| Volatility 6M: |
|
134.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
