BNP Paribas Call 18 GSK 19.12.2025
/ DE000PC9V9G2
BNP Paribas Call 18 GSK 19.12.202.../ DE000PC9V9G2 /
2024-07-31 5:21:11 PM |
Chg.-0.220 |
Bid5:23:52 PM |
Ask5:23:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.850EUR |
-20.56% |
0.850 Bid Size: 3,530 |
0.860 Ask Size: 3,489 |
Gsk PLC ORD 31 1/4P |
18.00 GBP |
2025-12-19 |
Call |
Master data
WKN: |
PC9V9G |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Gsk PLC ORD 31 1/4P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
18.00 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: |
16.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.22 |
Parity: |
-3.03 |
Time value: |
1.08 |
Break-even: |
22.44 |
Moneyness: |
0.86 |
Premium: |
0.22 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
0.93% |
Delta: |
0.39 |
Theta: |
0.00 |
Omega: |
6.55 |
Rho: |
0.08 |
Quote data
Open: |
0.880 |
High: |
0.940 |
Low: |
0.840 |
Previous Close: |
1.070 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.30% |
1 Month |
|
|
-18.27% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.130 |
0.870 |
1M High / 1M Low: |
1.130 |
0.870 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.020 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.966 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
107.70% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |