BNP Paribas Put 22 GOLD 16.01.2026
/ DE000PC1FL40
BNP Paribas Put 22 GOLD 16.01.202.../ DE000PC1FL40 /
| 14/08/2024 21:50:33 |
Chg.+0.020 |
Bid21:58:55 |
Ask21:58:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.240EUR |
+0.47% |
-
Bid Size: - |
-
Ask Size: - |
Barrick Gold Corpora... |
22.00 USD |
16/01/2026 |
Put |
Master data
| WKN: |
PC1FL4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Barrick Gold Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
08/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.37 |
| Intrinsic value: |
2.58 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.29 |
| Parity: |
2.58 |
| Time value: |
1.68 |
| Break-even: |
15.72 |
| Moneyness: |
1.15 |
| Premium: |
0.10 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.47% |
| Delta: |
-0.48 |
| Theta: |
0.00 |
| Omega: |
-1.95 |
| Rho: |
-0.18 |
Quote data
| Open: |
4.280 |
| High: |
4.400 |
| Low: |
4.190 |
| Previous Close: |
4.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.39% |
| 1 Month |
|
|
-4.93% |
| 3 Months |
|
|
-15.71% |
| YTD |
|
|
-12.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.260 |
4.220 |
| 1M High / 1M Low: |
5.450 |
4.050 |
| 6M High / 6M Low: |
7.290 |
4.050 |
| High (YTD): |
14/02/2024 |
7.680 |
| Low (YTD): |
16/07/2024 |
4.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.656 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.672 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.554 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.23% |
| Volatility 6M: |
|
67.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
