BNP Paribas Call 16 GSK 20.09.2024
/ DE000PC3G563
BNP Paribas Call 16 GSK 20.09.202.../ DE000PC3G563 /
| 2024-06-06 5:21:09 PM |
Chg.-0.110 |
Bid5:28:17 PM |
Ask5:28:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.280EUR |
-7.91% |
-
Bid Size: - |
-
Ask Size: - |
Gsk PLC ORD 31 1/4P |
16.00 GBP |
2024-09-20 |
Call |
Master data
| WKN: |
PC3G56 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Gsk PLC ORD 31 1/4P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 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: |
13.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
0.50 |
| Time value: |
0.90 |
| Break-even: |
20.22 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
0.72% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
8.74 |
| Rho: |
0.03 |
Quote data
| Open: |
1.330 |
| High: |
1.410 |
| Low: |
1.260 |
| Previous Close: |
1.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.47% |
| 1 Month |
|
|
-38.46% |
| 3 Months |
|
|
-30.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.460 |
1.070 |
| 1M High / 1M Low: |
2.820 |
1.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.638 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.318 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
