BNP Paribas Call 42 NEM 16.01.2026
/ DE000PC1G2N0
BNP Paribas Call 42 NEM 16.01.202.../ DE000PC1G2N0 /
| 07/06/2024 21:50:28 |
Chg.-0.120 |
Bid07/06/2024 |
Ask07/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-14.81% |
0.690
Bid Size: 16,500 |
0.710
Ask Size: 16,500 |
Newmont Corporation |
42.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC1G2N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newmont Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 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: |
5.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.32 |
| Parity: |
-0.15 |
| Time value: |
0.71 |
| Break-even: |
45.98 |
| Moneyness: |
0.96 |
| Premium: |
0.23 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
2.90% |
| Delta: |
0.61 |
| Theta: |
-0.01 |
| Omega: |
3.20 |
| Rho: |
0.25 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.690 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.21% |
| 1 Month |
|
|
-9.21% |
| 3 Months |
|
|
+53.33% |
| YTD |
|
|
-9.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.690 |
| 1M High / 1M Low: |
0.930 |
0.690 |
| 6M High / 6M Low: |
0.930 |
0.270 |
| High (YTD): |
20/05/2024 |
0.930 |
| Low (YTD): |
28/02/2024 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.738 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.800 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.585 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.45% |
| Volatility 6M: |
|
127.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
