BNP Paribas Call 20 GSK 20.06.202.../  DE000PC9V9D9  /

EUWAX
11/14/2024  9:49:04 AM Chg.-0.002 Bid8:00:04 PM Ask8:00:04 PM Underlying Strike price Expiration date Option type
0.031EUR -6.06% -
Bid Size: -
-
Ask Size: -
Gsk PLC ORD 31 1/4P 20.00 GBP 6/20/2025 Call
 

Master data

WKN: PC9V9D
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Gsk PLC ORD 31 1/4P
Type: Warrant
Option type: Call
Strike price: 20.00 GBP
Maturity: 6/20/2025
Issue date: 5/15/2024
Last trading day: 6/19/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 165.40
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.21
Parity: -7.52
Time value: 0.10
Break-even: 24.16
Moneyness: 0.69
Premium: 0.46
Premium p.a.: 0.89
Spread abs.: 0.07
Spread %: 212.50%
Delta: 0.07
Theta: 0.00
Omega: 11.15
Rho: 0.01
 

Quote data

Open: 0.031
High: 0.031
Low: 0.031
Previous Close: 0.033
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.22%
1 Month
  -74.17%
3 Months
  -89.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.039 0.033
1M High / 1M Low: 0.120 0.033
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.068
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   227.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -