BNP Paribas Call 20 GSK 20.12.2024
/ DE000PC9R195
BNP Paribas Call 20 GSK 20.12.202.../ DE000PC9R195 /
| 09/07/2024 17:21:08 |
Chg.-0.001 |
Bid09/07/2024 |
Ask09/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.078EUR |
-1.27% |
0.078
Bid Size: 20,000 |
0.100
Ask Size: 20,000 |
Gsk PLC ORD 31 1/4P |
20.00 GBP |
20/12/2024 |
Call |
Master data
| WKN: |
PC9R19 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Gsk PLC ORD 31 1/4P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 GBP |
| Maturity: |
20/12/2024 |
| Issue date: |
14/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
177.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.22 |
| Parity: |
-5.96 |
| Time value: |
0.10 |
| Break-even: |
23.76 |
| Moneyness: |
0.75 |
| Premium: |
0.34 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.02 |
| Spread %: |
28.21% |
| Delta: |
0.08 |
| Theta: |
0.00 |
| Omega: |
13.33 |
| Rho: |
0.01 |
Quote data
| Open: |
0.080 |
| High: |
0.081 |
| Low: |
0.078 |
| Previous Close: |
0.079 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.02% |
| 1 Month |
|
|
-62.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.079 |
| 1M High / 1M Low: |
0.190 |
0.079 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.084 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.134 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
