BNP Paribas Call 16 GSK 19.12.202.../  DE000PG3QP00  /

EUWAX
31/07/2024  09:06:17 Chg.-0.13 Bid22:00:44 Ask22:00:44 Underlying Strike price Expiration date Option type
1.79EUR -6.77% -
Bid Size: -
-
Ask Size: -
Gsk PLC ORD 31 1/4P 16.00 GBP 19/12/2025 Call
 

Master data

WKN: PG3QP0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Gsk PLC ORD 31 1/4P
Type: Warrant
Option type: Call
Strike price: 16.00 GBP
Maturity: 19/12/2025
Issue date: 08/07/2024
Last trading day: 18/12/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 9.75
Leverage: Yes

Calculated values

Fair value: 2.04
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.22
Parity: -0.65
Time value: 1.88
Break-even: 20.87
Moneyness: 0.97
Premium: 0.14
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.53%
Delta: 0.57
Theta: 0.00
Omega: 5.58
Rho: 0.12
 

Quote data

Open: 1.79
High: 1.79
Low: 1.79
Previous Close: 1.92
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.76%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.92 1.52
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.73
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -