BNP Paribas Call 14 GSK 20.12.2024
/ DE000PC3G6C2
BNP Paribas Call 14 GSK 20.12.202.../ DE000PC3G6C2 /
| 9/26/2024 2:21:12 PM |
Chg.-0.070 |
Bid2:59:46 PM |
Ask2:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.840EUR |
-3.66% |
1.810
Bid Size: 1,658 |
1.830
Ask Size: 1,640 |
Gsk PLC ORD 31 1/4P |
14.00 GBP |
12/20/2024 |
Call |
Master data
| WKN: |
PC3G6C |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Gsk PLC ORD 31 1/4P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 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: |
9.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.78 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
1.43 |
| Time value: |
0.49 |
| Break-even: |
18.67 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.05% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
7.26 |
| Rho: |
0.03 |
Quote data
| Open: |
2.020 |
| High: |
2.020 |
| Low: |
1.820 |
| Previous Close: |
1.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.97% |
| 1 Month |
|
|
-34.29% |
| 3 Months |
|
|
-35.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.420 |
1.890 |
| 1M High / 1M Low: |
3.530 |
1.890 |
| 6M High / 6M Low: |
5.080 |
1.840 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.949 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.084 |
| Avg. volume 6M: |
|
9.524 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.15% |
| Volatility 6M: |
|
111.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
