GMCO (strike .005) have generally always lagged somewhat. Every option trades a bit differently (infuriatingly sometimes). They have a long expiry so should be at parity at least. I'm surprised given they are well in the money and there isn't much downside to the heads that they aren't trading higher, but nothing you can do about it.
Ann: Gulf Finalises Terms for US$10M Cornerstone Investment, page-110
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