BNP Paribas Call 38 NEM 16.01.2026
/ DE000PC1G2L4
BNP Paribas Call 38 NEM 16.01.202.../ DE000PC1G2L4 /
| 2024-05-03 9:50:30 PM |
Chg.-0.040 |
Bid9:59:22 PM |
Ask9:59:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
-4.35% |
0.880
Bid Size: 17,500 |
0.900
Ask Size: 17,500 |
Newmont Corporation |
38.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC1G2L |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newmont Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.32 |
| Parity: |
0.28 |
| Time value: |
0.66 |
| Break-even: |
44.82 |
| Moneyness: |
1.08 |
| Premium: |
0.17 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
2.17% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
2.87 |
| Rho: |
0.30 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.880 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.19% |
| 1 Month |
|
|
+22.22% |
| 3 Months |
|
|
+79.59% |
| YTD |
|
|
-4.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.900 |
| 1M High / 1M Low: |
1.100 |
0.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-25 |
1.100 |
| Low (YTD): |
2024-02-28 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.970 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.851 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
