BNP Paribas Put 21 GOLD 20.12.2024
/ DE000PC2W042
BNP Paribas Put 21 GOLD 20.12.202.../ DE000PC2W042 /
| 9/17/2024 8:34:29 AM |
Chg.+0.15 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.45EUR |
+11.54% |
-
Bid Size: - |
-
Ask Size: - |
Barrick Gold Corpora... |
21.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
1/4/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.30 |
| Parity: |
0.43 |
| Time value: |
1.03 |
| Break-even: |
17.41 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
0.69% |
| Delta: |
-0.50 |
| Theta: |
-0.01 |
| Omega: |
-6.27 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.45 |
| High: |
1.45 |
| Low: |
1.45 |
| Previous Close: |
1.30 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.87% |
| 1 Month |
|
|
-39.58% |
| 3 Months |
|
|
-70.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.16 |
1.30 |
| 1M High / 1M Low: |
2.32 |
1.30 |
| 6M High / 6M Low: |
5.45 |
1.30 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.06% |
| Volatility 6M: |
|
128.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
