BNP Paribas Call 16 GSK 21.06.2024
/ DE000PC3G522
BNP Paribas Call 16 GSK 21.06.202.../ DE000PC3G522 /
| 2024-06-03 12:21:10 PM |
Chg.-1.480 |
Bid1:08:21 PM |
Ask1:08:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
-72.91% |
0.520
Bid Size: 5,770 |
0.540
Ask Size: 5,556 |
Gsk PLC ORD 31 1/4P |
16.00 GBP |
2024-06-21 |
Call |
Master data
| WKN: |
PC3G52 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Gsk PLC ORD 31 1/4P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 GBP |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-18 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.77 |
| Intrinsic value: |
1.73 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.21 |
| Parity: |
1.73 |
| Time value: |
0.34 |
| Break-even: |
20.86 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.04 |
| Spread %: |
1.97% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
7.84 |
| Rho: |
0.01 |
Quote data
| Open: |
0.490 |
| High: |
0.550 |
| Low: |
0.490 |
| Previous Close: |
2.030 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-74.89% |
| 1 Month |
|
|
-67.65% |
| 3 Months |
|
|
-62.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.030 |
1.710 |
| 1M High / 1M Low: |
2.520 |
1.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.847 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.124 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
