BNP Paribas Call 16 GSK 21.03.2025
/ DE000PC9R2C2
BNP Paribas Call 16 GSK 21.03.202.../ DE000PC9R2C2 /
| 2024-09-25 5:21:08 PM |
Chg.+0.010 |
Bid2024-09-25 |
Ask2024-09-25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+1.23% |
0.810
Bid Size: 3,704 |
0.820
Ask Size: 3,659 |
Gsk PLC ORD 31 1/4P |
16.00 GBP |
2025-03-21 |
Call |
Master data
| WKN: |
PC9R2C |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Gsk PLC ORD 31 1/4P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 GBP |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.22 |
| Parity: |
-0.90 |
| Time value: |
0.82 |
| Break-even: |
20.02 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
1.23% |
| Delta: |
0.44 |
| Theta: |
0.00 |
| Omega: |
9.89 |
| Rho: |
0.04 |
Quote data
| Open: |
0.840 |
| High: |
0.880 |
| Low: |
0.820 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.81% |
| 1 Month |
|
|
-42.66% |
| 3 Months |
|
|
-45.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.340 |
0.810 |
| 1M High / 1M Low: |
1.940 |
0.810 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.561 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
