BNP Paribas Call 17 GSK 20.12.2024
/ DE000PC3G597
BNP Paribas Call 17 GSK 20.12.202.../ DE000PC3G597 /
| 6/3/2024 11:21:25 AM |
Chg.-1.040 |
Bid12:15:03 PM |
Ask12:15:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-52.53% |
0.970
Bid Size: 3,093 |
0.980
Ask Size: 3,062 |
Gsk PLC ORD 31 1/4P |
17.00 GBP |
12/20/2024 |
Call |
Master data
| WKN: |
PC3G59 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Gsk PLC ORD 31 1/4P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.00 GBP |
| Maturity: |
12/20/2024 |
| Issue date: |
1/18/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.76 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
0.55 |
| Time value: |
1.44 |
| Break-even: |
21.96 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.51% |
| Delta: |
0.64 |
| Theta: |
0.00 |
| Omega: |
6.58 |
| Rho: |
0.06 |
Quote data
| Open: |
0.900 |
| High: |
0.940 |
| Low: |
0.900 |
| Previous Close: |
1.980 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-55.02% |
| 1 Month |
|
|
-44.38% |
| 3 Months |
|
|
-34.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.980 |
1.740 |
| 1M High / 1M Low: |
2.260 |
1.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.845 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.001 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
