BNP Paribas Call 15 GSK 19.12.202.../  DE000PC9V9H0  /

Frankfurt Zert./BNP
2024-07-31  5:21:11 PM Chg.-0.350 Bid5:29:40 PM Ask5:29:40 PM Underlying Strike price Expiration date Option type
2.070EUR -14.46% 2.080
Bid Size: 1,700
2.090
Ask Size: 1,700
Gsk PLC ORD 31 1/4P 15.00 GBP 2025-12-19 Call
 

Master data

WKN: PC9V9H
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Gsk PLC ORD 31 1/4P
Type: Warrant
Option type: Call
Strike price: 15.00 GBP
Maturity: 2025-12-19
Issue date: 2024-05-15
Last trading day: 2025-12-18
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 7.51
Leverage: Yes

Calculated values

Fair value: 2.62
Intrinsic value: 0.53
Implied volatility: 0.20
Historic volatility: 0.22
Parity: 0.53
Time value: 1.91
Break-even: 20.24
Moneyness: 1.03
Premium: 0.10
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.41%
Delta: 0.68
Theta: 0.00
Omega: 5.08
Rho: 0.14
 

Quote data

Open: 2.100
High: 2.220
Low: 2.050
Previous Close: 2.420
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.43%
1 Month
  -13.03%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.520 2.100
1M High / 1M Low: 2.520 2.080
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.352
Avg. volume 1W:   0.000
Avg. price 1M:   2.245
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -