BNP Paribas Call 20 GSK 21.03.2025
/ DE000PC9R2A6
BNP Paribas Call 20 GSK 21.03.202.../ DE000PC9R2A6 /
| 01/08/2024 10:07:43 |
Chg.-0.010 |
Bid10:18:35 |
Ask10:18:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-8.33% |
0.110
Bid Size: 17,500 |
0.120
Ask Size: 17,500 |
Gsk PLC ORD 31 1/4P |
20.00 GBP |
21/03/2025 |
Call |
Master data
| WKN: |
PC9R2A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Gsk PLC ORD 31 1/4P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 GBP |
| Maturity: |
21/03/2025 |
| Issue date: |
14/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
164.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.22 |
| Parity: |
-5.70 |
| Time value: |
0.11 |
| Break-even: |
23.86 |
| Moneyness: |
0.76 |
| Premium: |
0.32 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
10.00% |
| Delta: |
0.08 |
| Theta: |
0.00 |
| Omega: |
13.67 |
| Rho: |
0.01 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.38% |
| 1 Month |
|
|
-26.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.120 |
| 1M High / 1M Low: |
0.190 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.154 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.147 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
