BNP Paribas Call 150 PRG 16.01.2026
/ DE000PC1GGE2
BNP Paribas Call 150 PRG 16.01.20.../ DE000PC1GGE2 /
| 6/7/2024 9:50:27 PM |
Chg.-0.070 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.770EUR |
-2.46% |
2.780
Bid Size: 16,000 |
2.800
Ask Size: 16,000 |
PROCTER GAMBLE |
150.00 - |
1/16/2026 |
Call |
Master data
| WKN: |
PC1GGE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PROCTER GAMBLE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
1/16/2026 |
| Issue date: |
12/8/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.74 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.12 |
| Parity: |
0.47 |
| Time value: |
2.33 |
| Break-even: |
178.00 |
| Moneyness: |
1.03 |
| Premium: |
0.15 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.72% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
3.68 |
| Rho: |
1.21 |
Quote data
| Open: |
2.870 |
| High: |
2.900 |
| Low: |
2.770 |
| Previous Close: |
2.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.63% |
| 1 Month |
|
|
+1.09% |
| 3 Months |
|
|
+14.94% |
| YTD |
|
|
+76.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.840 |
2.600 |
| 1M High / 1M Low: |
2.910 |
2.450 |
| 6M High / 6M Low: |
2.910 |
1.490 |
| High (YTD): |
5/16/2024 |
2.910 |
| Low (YTD): |
1/5/2024 |
1.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.724 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.727 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.268 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.44% |
| Volatility 6M: |
|
60.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
