BNP Paribas Call 16 GSK 21.06.2024
/ DE000PC3G522
BNP Paribas Call 16 GSK 21.06.202.../ DE000PC3G522 /
| 2024-06-06 10:14:06 AM |
Chg.+0.020 |
Bid10:18:48 AM |
Ask10:18:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+2.60% |
0.800
Bid Size: 3,750 |
0.840
Ask Size: 3,572 |
Gsk PLC ORD 31 1/4P |
16.00 GBP |
2024-06-21 |
Call |
Master data
| WKN: |
PC3G52 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Gsk PLC ORD 31 1/4P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 GBP |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-18 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
0.50 |
| Time value: |
0.33 |
| Break-even: |
19.65 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.04 |
| Spread %: |
5.06% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
15.53 |
| Rho: |
0.00 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-55.87% |
| 1 Month |
|
|
-54.60% |
| 3 Months |
|
|
-45.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.960 |
0.510 |
| 1M High / 1M Low: |
2.510 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.918 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
347.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
