BNP Paribas Knock-Out PGR
/ DE000PC6D191
BNP Paribas Knock-Out PGR/ DE000PC6D191 /
| 2024-09-20 9:39:43 PM |
Chg.+0.28 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.20EUR |
+4.73% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
189.2292 USD |
2078-12-31 |
Call |
Master data
| Issuer: |
BNP PARIBAS |
| WKN: |
PC6D19 |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
189.2292 USD |
| Maturity: |
Endless |
| Issue date: |
2024-03-08 |
| Last trading day: |
2078-12-31 |
| Ratio: |
10:1 |
| Exercise type: |
Bermuda |
| Quanto: |
No |
| Gearing: |
3.68 |
| Knock-out: |
203.4214 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
46.2039 |
| Distance to knock-out %: |
20.23% |
| Distance to strike price: |
58.9173 |
| Distance to strike price %: |
25.79% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.16% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
5.90 |
| High: |
6.21 |
| Low: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.32% |
| 1 Month |
|
|
+31.08% |
| 3 Months |
|
|
+168.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.20 |
5.92 |
| 1M High / 1M Low: |
6.20 |
4.73 |
| 6M High / 6M Low: |
6.20 |
1.68 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.01% |
| Volatility 6M: |
|
141.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
