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

EUWAX
10/31/2024  5:01:05 PM Chg.+0.020 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.170EUR +13.33% -
Bid Size: -
-
Ask Size: -
Gsk PLC ORD 31 1/4P 20.00 GBP 12/19/2025 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: 12/19/2025
Issue date: 5/15/2024
Last trading day: 12/18/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 100.59
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.23
Parity: -6.78
Time value: 0.17
Break-even: 24.05
Moneyness: 0.72
Premium: 0.41
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 6.25%
Delta: 0.10
Theta: 0.00
Omega: 10.48
Rho: 0.02
 

Quote data

Open: 0.150
High: 0.170
Low: 0.150
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.00%
1 Month
  -56.41%
3 Months
  -65.31%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.150
1M High / 1M Low: 0.390 0.150
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.220
Avg. volume 1W:   0.000
Avg. price 1M:   0.285
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   233.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -