BNP Paribas Call 40 NEM 16.01.2026
/ DE000PC1G2M2
BNP Paribas Call 40 NEM 16.01.202.../ DE000PC1G2M2 /
| 07/06/2024 21:50:28 |
Chg.-0.130 |
Bid21:50:40 |
Ask21:50:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-14.61% |
0.770
Bid Size: 17,000 |
0.790
Ask Size: 17,000 |
Newmont Corporation |
40.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC1G2M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newmont Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
08/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.32 |
| Parity: |
0.03 |
| Time value: |
0.76 |
| Break-even: |
44.93 |
| Moneyness: |
1.01 |
| Premium: |
0.20 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
2.60% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
3.06 |
| Rho: |
0.26 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.760 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.52% |
| 1 Month |
|
|
-10.59% |
| 3 Months |
|
|
+52.00% |
| YTD |
|
|
-9.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.760 |
| 1M High / 1M Low: |
1.020 |
0.760 |
| 6M High / 6M Low: |
1.020 |
0.290 |
| High (YTD): |
20/05/2024 |
1.020 |
| Low (YTD): |
28/02/2024 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.812 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.881 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.645 |
| Avg. volume 6M: |
|
592 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.07% |
| Volatility 6M: |
|
124.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
