BNP Paribas Call 16 GSK 20.12.2024
/ DE000PC3G6A6
BNP Paribas Call 16 GSK 20.12.202.../ DE000PC3G6A6 /
2024-06-05 5:21:31 PM |
Chg.+0.260 |
Bid5:29:46 PM |
Ask5:29:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.750EUR |
+17.45% |
1.750 Bid Size: 1,715 |
1.760 Ask Size: 1,705 |
Gsk PLC ORD 31 1/4P |
16.00 GBP |
2024-12-20 |
Call |
Master data
WKN: |
PC3G6A |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Gsk PLC ORD 31 1/4P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.00 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: |
12.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.55 |
Intrinsic value: |
0.19 |
Implied volatility: |
0.22 |
Historic volatility: |
0.23 |
Parity: |
0.19 |
Time value: |
1.30 |
Break-even: |
20.27 |
Moneyness: |
1.01 |
Premium: |
0.07 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
0.68% |
Delta: |
0.61 |
Theta: |
0.00 |
Omega: |
7.72 |
Rho: |
0.05 |
Quote data
Open: |
1.720 |
High: |
1.830 |
Low: |
1.710 |
Previous Close: |
1.490 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-29.44% |
1 Month |
|
|
-27.39% |
3 Months |
|
|
-18.22% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.770 |
1.440 |
1M High / 1M Low: |
3.100 |
1.440 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.986 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.634 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
199.66% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |