BNP Paribas Call 15 GSK 19.12.2025
/ DE000PC9V9H0
BNP Paribas Call 15 GSK 19.12.202.../ DE000PC9V9H0 /
| 9/6/2024 5:21:14 PM |
Chg.+0.050 |
Bid5:23:36 PM |
Ask5:23:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.170EUR |
+1.60% |
3.170
Bid Size: 1,300 |
3.190
Ask Size: 1,300 |
Gsk PLC ORD 31 1/4P |
15.00 GBP |
12/19/2025 |
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: |
12/19/2025 |
| Issue date: |
5/15/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.41 |
| Intrinsic value: |
1.74 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.23 |
| Parity: |
1.74 |
| Time value: |
1.45 |
| Break-even: |
20.98 |
| Moneyness: |
1.10 |
| Premium: |
0.07 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.63% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
4.71 |
| Rho: |
0.15 |
Quote data
| Open: |
3.040 |
| High: |
3.200 |
| Low: |
3.040 |
| Previous Close: |
3.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.52% |
| 1 Month |
|
|
+31.54% |
| 3 Months |
|
|
-1.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.280 |
3.120 |
| 1M High / 1M Low: |
3.320 |
2.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.194 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.891 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
