BNP Paribas Call 14 GSK 20.09.2024
/ DE000PC39XW3
BNP Paribas Call 14 GSK 20.09.202.../ DE000PC39XW3 /
| 05/06/2024 10:17:05 |
Chg.+0.43 |
Bid10:44:57 |
Ask10:44:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.23EUR |
+15.36% |
3.22
Bid Size: 1,000 |
3.24
Ask Size: 1,000 |
Gsk PLC ORD 31 1/4P |
14.00 GBP |
20/09/2024 |
Call |
Master data
| WKN: |
PC39XW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Gsk PLC ORD 31 1/4P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 GBP |
| Maturity: |
20/09/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.83 |
| Intrinsic value: |
2.54 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
2.54 |
| Time value: |
0.34 |
| Break-even: |
19.31 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.70% |
| Delta: |
0.88 |
| Theta: |
0.00 |
| Omega: |
5.81 |
| Rho: |
0.04 |
Quote data
| Open: |
3.20 |
| High: |
3.23 |
| Low: |
3.20 |
| Previous Close: |
2.80 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.18% |
| 1 Month |
|
|
-21.41% |
| 3 Months |
|
|
-10.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.46 |
2.74 |
| 1M High / 1M Low: |
4.96 |
2.74 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
