BNP Paribas Call 10 AFR0 19.12.20.../  DE000PC9V6T1  /

EUWAX
2024-05-31  12:51:08 PM Chg.+0.09 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
2.54EUR +3.67% -
Bid Size: -
-
Ask Size: -
AIR FRANCE-KLM INH. ... 10.00 EUR 2025-12-19 Call
 

Master data

WKN: PC9V6T
Issuer: BNP PARIBAS
Currency: EUR
Underlying: AIR FRANCE-KLM INH. EO 1
Type: Warrant
Option type: Call
Strike price: 10.00 EUR
Maturity: 2025-12-19
Issue date: 2024-05-15
Last trading day: 2025-12-18
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.89
Leverage: Yes

Calculated values

Fair value: 2.33
Intrinsic value: 0.48
Implied volatility: 0.44
Historic volatility: 0.36
Parity: 0.48
Time value: 2.22
Break-even: 12.69
Moneyness: 1.05
Premium: 0.21
Premium p.a.: 0.13
Spread abs.: 0.07
Spread %: 2.67%
Delta: 0.68
Theta: 0.00
Omega: 2.64
Rho: 0.07
 

Quote data

Open: 2.39
High: 2.54
Low: 2.39
Previous Close: 2.45
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.20%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.62 2.45
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.54
Avg. volume 1W:   0.00
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:   -