BNP Paribas Call 17 GSK 20.12.2024
/ DE000PC3G597
BNP Paribas Call 17 GSK 20.12.202.../ DE000PC3G597 /
2024-06-24 10:08:46 AM |
Chg.+0.060 |
Bid5:29:58 PM |
Ask5:29:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.830EUR |
+7.79% |
- Bid Size: - |
- Ask Size: - |
Gsk PLC ORD 31 1/4P |
17.00 GBP |
2024-12-20 |
Call |
Master data
WKN: |
PC3G59 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Gsk PLC ORD 31 1/4P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
17.00 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: |
24.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.79 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.22 |
Parity: |
-1.27 |
Time value: |
0.77 |
Break-even: |
20.87 |
Moneyness: |
0.94 |
Premium: |
0.11 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.01 |
Spread %: |
1.32% |
Delta: |
0.41 |
Theta: |
0.00 |
Omega: |
9.95 |
Rho: |
0.03 |
Quote data
Open: |
0.830 |
High: |
0.830 |
Low: |
0.830 |
Previous Close: |
0.770 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.19% |
1 Month |
|
|
-61.75% |
3 Months |
|
|
-44.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.870 |
0.770 |
1M High / 1M Low: |
2.170 |
0.770 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.832 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.184 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
218.21% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |