BNP Paribas Call 18 GSK 21.03.2025
/ DE000PC9R2B4
BNP Paribas Call 18 GSK 21.03.202.../ DE000PC9R2B4 /
| 2024-06-05 12:21:08 PM |
Chg.+0.150 |
Bid12:49:39 PM |
Ask12:49:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+19.48% |
0.920
Bid Size: 3,261 |
0.930
Ask Size: 3,226 |
Gsk PLC ORD 31 1/4P |
18.00 GBP |
2025-03-21 |
Call |
Master data
| WKN: |
PC9R2B |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Gsk PLC ORD 31 1/4P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 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: |
24.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.23 |
| Parity: |
-2.15 |
| Time value: |
0.78 |
| Break-even: |
21.91 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
1.30% |
| Delta: |
0.37 |
| Theta: |
0.00 |
| Omega: |
8.90 |
| Rho: |
0.05 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.910 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.67% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.620 |
0.770 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
