BNP Paribas Call 20 GSK 19.12.202.../  DE000PC9V9F4  /

Frankfurt Zert./BNP
1/24/2025  11:20:15 AM Chg.-0.001 Bid12:13:14 PM Ask12:13:14 PM Underlying Strike price Expiration date Option type
0.071EUR -1.39% 0.072
Bid Size: 20,000
0.100
Ask Size: 20,000
Gsk PLC ORD 31 1/4P 20.00 GBP 12/19/2025 Call
 

Master data

WKN: PC9V9F
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Gsk PLC ORD 31 1/4P
Type: Warrant
Option type: Call
Strike price: 20.00 GBP
Maturity: 12/19/2025
Issue date: 5/15/2024
Last trading day: 12/18/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 162.80
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.21
Parity: -7.44
Time value: 0.10
Break-even: 23.82
Moneyness: 0.69
Premium: 0.46
Premium p.a.: 0.53
Spread abs.: 0.03
Spread %: 36.99%
Delta: 0.07
Theta: 0.00
Omega: 11.19
Rho: 0.01
 

Quote data

Open: 0.075
High: 0.075
Low: 0.071
Previous Close: 0.072
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.35%
1 Month
  -29.00%
3 Months
  -70.42%
YTD
  -40.83%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.081 0.067
1M High / 1M Low: 0.120 0.063
6M High / 6M Low: 0.850 0.063
High (YTD): 1/2/2025 0.120
Low (YTD): 1/14/2025 0.063
52W High: - -
52W Low: - -
Avg. price 1W:   0.075
Avg. volume 1W:   0.000
Avg. price 1M:   0.091
Avg. volume 1M:   0.000
Avg. price 6M:   0.340
Avg. volume 6M:   47.619
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   174.23%
Volatility 6M:   146.08%
Volatility 1Y:   -
Volatility 3Y:   -