BNP Paribas Call 20 GSK 19.12.202.../  DE000PC9V9F4  /

EUWAX
2024-08-01  10:08:35 AM Chg.-0.020 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.470EUR -4.08% -
Bid Size: -
-
Ask Size: -
Gsk PLC ORD 31 1/4P 20.00 GBP 2025-12-19 Call
 

Master data

WKN: PC9V9F
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Gsk PLC ORD 31 1/4P
Type: Warrant
Option type: Call
Strike price: 20.00 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: 37.60
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.22
Parity: -5.70
Time value: 0.48
Break-even: 24.23
Moneyness: 0.76
Premium: 0.34
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 2.13%
Delta: 0.21
Theta: 0.00
Omega: 8.04
Rho: 0.05
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.00%
1 Month
  -16.07%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.490
1M High / 1M Low: 0.630 0.450
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.558
Avg. volume 1W:   0.000
Avg. price 1M:   0.533
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   154.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -