BNP Paribas Put 25 GOLD 16.01.2026
/ DE000PC1FL57
BNP Paribas Put 25 GOLD 16.01.202.../ DE000PC1FL57 /
16/07/2024 21:50:37 |
Chg.-0.530 |
Bid21:59:19 |
Ask21:59:19 |
Underlying |
Strike price |
Expiration date |
Option type |
6.060EUR |
-8.04% |
6.040 Bid Size: 8,000 |
6.060 Ask Size: 8,000 |
Barrick Gold Corpora... |
25.00 USD |
16/01/2026 |
Put |
Master data
WKN: |
PC1FL5 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Barrick Gold Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
25.00 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: |
-2.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.09 |
Intrinsic value: |
6.09 |
Implied volatility: |
0.40 |
Historic volatility: |
0.28 |
Parity: |
6.09 |
Time value: |
0.56 |
Break-even: |
16.29 |
Moneyness: |
1.36 |
Premium: |
0.03 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.02 |
Spread %: |
0.30% |
Delta: |
-0.61 |
Theta: |
0.00 |
Omega: |
-1.54 |
Rho: |
-0.25 |
Quote data
Open: |
6.610 |
High: |
6.640 |
Low: |
6.060 |
Previous Close: |
6.590 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-17.33% |
1 Month |
|
|
-29.29% |
3 Months |
|
|
-27.60% |
YTD |
|
|
-11.79% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.330 |
6.520 |
1M High / 1M Low: |
8.430 |
6.520 |
6M High / 6M Low: |
10.300 |
6.520 |
High (YTD): |
14/02/2024 |
10.300 |
Low (YTD): |
12/07/2024 |
6.520 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.870 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.620 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
8.270 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
44.80% |
Volatility 6M: |
|
51.20% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |