BNP Paribas Put 22 GOLD 16.01.2026
/ DE000PC1FL40
BNP Paribas Put 22 GOLD 16.01.202.../ DE000PC1FL40 /
| 10/18/2024 9:01:19 AM |
Chg.-0.23 |
Bid7:20:49 PM |
Ask7:20:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.34EUR |
-6.44% |
3.18
Bid Size: 14,000 |
3.19
Ask Size: 14,000 |
Barrick Gold Corpora... |
22.00 USD |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
12/8/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.93 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.30 |
| Parity: |
1.53 |
| Time value: |
1.90 |
| Break-even: |
16.89 |
| Moneyness: |
1.08 |
| Premium: |
0.10 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.29% |
| Delta: |
-0.46 |
| Theta: |
0.00 |
| Omega: |
-2.51 |
| Rho: |
-0.15 |
Quote data
| Open: |
3.34 |
| High: |
3.34 |
| Low: |
3.34 |
| Previous Close: |
3.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.65% |
| 1 Month |
|
|
-4.30% |
| 3 Months |
|
|
-19.13% |
| YTD |
|
|
-30.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.63 |
3.39 |
| 1M High / 1M Low: |
3.82 |
3.22 |
| 6M High / 6M Low: |
6.25 |
3.22 |
| High (YTD): |
2/15/2024 |
7.63 |
| Low (YTD): |
9/27/2024 |
3.22 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.31% |
| Volatility 6M: |
|
71.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
