BNP Paribas Call 16 GSK 20.09.2024
/ DE000PC3G563
BNP Paribas Call 16 GSK 20.09.202.../ DE000PC3G563 /
| 2024-05-31 10:14:10 AM |
Chg.- |
Bid11:30:08 AM |
Ask11:30:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.39EUR |
- |
1.11
Bid Size: 2,703 |
1.12
Ask Size: 2,679 |
Gsk PLC ORD 31 1/4P |
16.00 GBP |
2024-09-20 |
Call |
Master data
| WKN: |
PC3G56 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Gsk PLC ORD 31 1/4P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 GBP |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-18 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
1.73 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
1.73 |
| Time value: |
0.75 |
| Break-even: |
21.27 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
0.81% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
6.23 |
| Rho: |
0.04 |
Quote data
| Open: |
2.39 |
| High: |
2.39 |
| Low: |
2.39 |
| Previous Close: |
2.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.15% |
| 1 Month |
|
|
+12.74% |
| 3 Months |
|
|
+37.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.47 |
2.21 |
| 1M High / 1M Low: |
2.84 |
2.12 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
