BNP Paribas Call 17 GSK 21.06.2024
/ DE000PC3G514
BNP Paribas Call 17 GSK 21.06.202.../ DE000PC3G514 /
| 2024-05-28 5:21:11 PM |
Chg.-0.280 |
Bid5:29:14 PM |
Ask5:29:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-23.93% |
-
Bid Size: - |
-
Ask Size: - |
Gsk PLC ORD 31 1/4P |
17.00 GBP |
2024-06-21 |
Call |
Master data
| WKN: |
PC3G51 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Gsk PLC ORD 31 1/4P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.00 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: |
22.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
0.36 |
| Time value: |
0.55 |
| Break-even: |
20.89 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.01 |
| Spread %: |
1.11% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
13.62 |
| Rho: |
0.01 |
Quote data
| Open: |
1.100 |
| High: |
1.100 |
| Low: |
0.890 |
| Previous Close: |
1.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.01% |
| 1 Month |
|
|
+64.81% |
| 3 Months |
|
|
+7.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.290 |
0.890 |
| 1M High / 1M Low: |
1.460 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.133 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.091 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
