BNP Paribas Put 160 PRG 16.01.2026
/ DE000PC1GGR4
BNP Paribas Put 160 PRG 16.01.202.../ DE000PC1GGR4 /
| 07/06/2024 21:50:27 |
Chg.+0.040 |
Bid21:51:05 |
Ask21:51:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+4.76% |
0.870
Bid Size: 14,000 |
0.890
Ask Size: 14,000 |
PROCTER GAMBLE |
160.00 - |
16/01/2026 |
Put |
Master data
| WKN: |
PC1GGR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PROCTER GAMBLE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 - |
| Maturity: |
16/01/2026 |
| Issue date: |
08/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.12 |
| Parity: |
0.53 |
| Time value: |
0.36 |
| Break-even: |
151.10 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
2.30% |
| Delta: |
-0.41 |
| Theta: |
0.00 |
| Omega: |
-7.09 |
| Rho: |
-1.16 |
Quote data
| Open: |
0.830 |
| High: |
0.880 |
| Low: |
0.830 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.28% |
| 1 Month |
|
|
-9.28% |
| 3 Months |
|
|
-27.87% |
| YTD |
|
|
-55.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.840 |
| 1M High / 1M Low: |
1.050 |
0.840 |
| 6M High / 6M Low: |
2.050 |
0.840 |
| High (YTD): |
03/01/2024 |
1.900 |
| Low (YTD): |
06/06/2024 |
0.840 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.890 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.930 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.340 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.40% |
| Volatility 6M: |
|
62.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
