BNP Paribas Call 15 GSK 19.12.2025
/ DE000PC9V9H0
BNP Paribas Call 15 GSK 19.12.202.../ DE000PC9V9H0 /
2024-07-08 5:21:09 PM |
Chg.-0.010 |
Bid2024-07-08 |
Ask2024-07-08 |
Underlying |
Strike price |
Expiration date |
Option type |
2.210EUR |
-0.45% |
2.210 Bid Size: 1,600 |
2.220 Ask Size: 1,600 |
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: |
8.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.44 |
Intrinsic value: |
0.18 |
Implied volatility: |
0.19 |
Historic volatility: |
0.22 |
Parity: |
0.18 |
Time value: |
2.04 |
Break-even: |
19.95 |
Moneyness: |
1.01 |
Premium: |
0.11 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
0.45% |
Delta: |
0.65 |
Theta: |
0.00 |
Omega: |
5.24 |
Rho: |
0.14 |
Quote data
Open: |
2.170 |
High: |
2.240 |
Low: |
2.170 |
Previous Close: |
2.220 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-7.92% |
1 Month |
|
|
-31.58% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.400 |
2.180 |
1M High / 1M Low: |
3.150 |
2.180 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.244 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.745 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
81.95% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |