BNP Paribas Call 170 PRG 16.01.20.../  DE000PC1GGG7  /

EUWAX
2024-06-07  9:00:55 AM Chg.+0.16 Bid10:00:03 PM Ask10:00:03 PM Underlying Strike price Expiration date Option type
1.69EUR +10.46% -
Bid Size: -
-
Ask Size: -
PROCTER GAMBLE 170.00 - 2026-01-16 Call
 

Master data

WKN: PC1GGG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PROCTER GAMBLE
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 2026-01-16
Issue date: 2023-12-08
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.49
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.12
Parity: -1.53
Time value: 1.63
Break-even: 186.30
Moneyness: 0.91
Premium: 0.20
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 1.24%
Delta: 0.51
Theta: -0.02
Omega: 4.88
Rho: 1.02
 

Quote data

Open: 1.69
High: 1.69
Low: 1.69
Previous Close: 1.53
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.58%
1 Month  
+3.05%
3 Months  
+20.71%
YTD  
+96.51%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.69 1.47
1M High / 1M Low: 1.72 1.31
6M High / 6M Low: 1.72 0.77
High (YTD): 2024-05-23 1.72
Low (YTD): 2024-01-05 0.89
52W High: - -
52W Low: - -
Avg. price 1W:   1.56
Avg. volume 1W:   0.00
Avg. price 1M:   1.59
Avg. volume 1M:   0.00
Avg. price 6M:   1.29
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.60%
Volatility 6M:   83.99%
Volatility 1Y:   -
Volatility 3Y:   -