BNP Paribas Call 15 GSK 21.03.2025
/ DE000PG2N8T5
BNP Paribas Call 15 GSK 21.03.202.../ DE000PG2N8T5 /
| 02/08/2024 17:21:17 |
Chg.+0.330 |
Bid17:29:56 |
Ask17:29:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.810EUR |
+22.30% |
1.780
Bid Size: 1,686 |
1.800
Ask Size: 1,667 |
Gsk PLC ORD 31 1/4P |
15.00 GBP |
21/03/2025 |
Call |
Master data
| WKN: |
PG2N8T |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Gsk PLC ORD 31 1/4P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 GBP |
| Maturity: |
21/03/2025 |
| Issue date: |
14/06/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.22 |
| Parity: |
0.62 |
| Time value: |
0.87 |
| Break-even: |
19.20 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.68% |
| Delta: |
0.70 |
| Theta: |
0.00 |
| Omega: |
8.61 |
| Rho: |
0.07 |
Quote data
| Open: |
1.570 |
| High: |
1.900 |
| Low: |
1.570 |
| Previous Close: |
1.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.56% |
| 1 Month |
|
|
+21.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.860 |
1.380 |
| 1M High / 1M Low: |
1.860 |
1.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.656 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.547 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
