BNP Paribas Call 15 GSK 20.09.2024
/ DE000PC3G571
BNP Paribas Call 15 GSK 20.09.202.../ DE000PC3G571 /
2024-06-05 3:21:07 PM |
Chg.+0.450 |
Bid4:12:11 PM |
Ask4:12:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.340EUR |
+23.81% |
2.240 Bid Size: 1,340 |
2.260 Ask Size: 1,328 |
Gsk PLC ORD 31 1/4P |
15.00 GBP |
2024-09-20 |
Call |
Master data
WKN: |
PC3G57 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Gsk PLC ORD 31 1/4P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 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: |
9.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.88 |
Intrinsic value: |
1.37 |
Implied volatility: |
0.23 |
Historic volatility: |
0.23 |
Parity: |
1.37 |
Time value: |
0.53 |
Break-even: |
19.51 |
Moneyness: |
1.08 |
Premium: |
0.03 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
1.06% |
Delta: |
0.77 |
Theta: |
0.00 |
Omega: |
7.69 |
Rho: |
0.04 |
Quote data
Open: |
2.180 |
High: |
2.340 |
Low: |
2.180 |
Previous Close: |
1.890 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-27.33% |
1 Month |
|
|
-22.52% |
3 Months |
|
|
-14.91% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.460 |
1.800 |
1M High / 1M Low: |
3.850 |
1.800 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.698 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.344 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
191.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |