BNP Paribas Call 16 GSK 20.06.2025
/ DE000PG3QPY2
BNP Paribas Call 16 GSK 20.06.202.../ DE000PG3QPY2 /
| 9/6/2024 9:18:42 AM |
Chg.-0.26 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.87EUR |
-12.21% |
-
Bid Size: - |
-
Ask Size: - |
Gsk PLC ORD 31 1/4P |
16.00 GBP |
6/20/2025 |
Call |
Master data
| WKN: |
PG3QPY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Gsk PLC ORD 31 1/4P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 GBP |
| Maturity: |
6/20/2025 |
| Issue date: |
7/8/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.13 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.23 |
| Parity: |
0.56 |
| Time value: |
1.44 |
| Break-even: |
20.97 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.50% |
| Delta: |
0.66 |
| Theta: |
0.00 |
| Omega: |
6.40 |
| Rho: |
0.08 |
Quote data
| Open: |
1.87 |
| High: |
1.87 |
| Low: |
1.87 |
| Previous Close: |
2.13 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.95% |
| 1 Month |
|
|
+48.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.13 |
1.87 |
| 1M High / 1M Low: |
2.13 |
1.26 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
