BNP Paribas Call 20 GSK 20.12.202.../  DE000PC9R195  /

EUWAX
04/10/2024  15:27:59 Chg.- Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.002EUR - -
Bid Size: -
-
Ask Size: -
GSK PLC LS-,3125 20.00 - 20/12/2024 Call
 

Master data

WKN: PC9R19
Issuer: BNP PARIBAS
Currency: EUR
Underlying: GSK PLC LS-,3125
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 20/12/2024
Issue date: 14/05/2024
Last trading day: 07/10/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 171.00
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.23
Parity: -2.90
Time value: 0.10
Break-even: 20.10
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 2.25
Spread abs.: 0.10
Spread %: 4,900.00%
Delta: 0.11
Theta: 0.00
Omega: 18.53
Rho: 0.00
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.005
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -33.33%
3 Months
  -95.35%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.006 0.002
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,308.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -