BNP Paribas Call 15 GSK 20.12.2024
/ DE000PC3G6B4
BNP Paribas Call 15 GSK 20.12.202.../ DE000PC3G6B4 /
| 2024-06-05 5:21:15 PM |
Chg.+0.320 |
Bid5:27:50 PM |
Ask5:27:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.530EUR |
+14.48% |
2.530
Bid Size: 1,200 |
2.550
Ask Size: 1,200 |
Gsk PLC ORD 31 1/4P |
15.00 GBP |
2024-12-20 |
Call |
Master data
| WKN: |
PC3G6B |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Gsk PLC ORD 31 1/4P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-18 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.25 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.23 |
| Parity: |
1.37 |
| Time value: |
0.85 |
| Break-even: |
19.83 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.91% |
| Delta: |
0.75 |
| Theta: |
0.00 |
| Omega: |
6.39 |
| Rho: |
0.06 |
Quote data
| Open: |
2.490 |
| High: |
2.620 |
| Low: |
2.480 |
| Previous Close: |
2.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.09% |
| 1 Month |
|
|
-22.87% |
| 3 Months |
|
|
-15.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.690 |
2.130 |
| 1M High / 1M Low: |
4.060 |
2.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.974 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.579 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
