BNP Paribas Put 25 GOLD 16.01.2026
/ DE000PC1FL57
BNP Paribas Put 25 GOLD 16.01.202.../ DE000PC1FL57 /
| 18/10/2024 21:50:43 |
Chg.-0.270 |
Bid21:59:15 |
Ask21:59:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.030EUR |
-5.09% |
5.000
Bid Size: 7,000 |
5.010
Ask Size: 7,000 |
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: |
-3.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.75 |
| Intrinsic value: |
4.30 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
4.30 |
| Time value: |
1.04 |
| Break-even: |
17.75 |
| Moneyness: |
1.23 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.19% |
| Delta: |
-0.58 |
| Theta: |
0.00 |
| Omega: |
-2.02 |
| Rho: |
-0.20 |
Quote data
| Open: |
5.210 |
| High: |
5.250 |
| Low: |
4.900 |
| Previous Close: |
5.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.37% |
| 1 Month |
|
|
-8.88% |
| 3 Months |
|
|
-22.50% |
| YTD |
|
|
-26.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.580 |
5.300 |
| 1M High / 1M Low: |
5.770 |
4.870 |
| 6M High / 6M Low: |
8.570 |
4.870 |
| High (YTD): |
14/02/2024 |
10.300 |
| Low (YTD): |
26/09/2024 |
4.870 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.462 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.440 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.800 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.39% |
| Volatility 6M: |
|
61.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
