BNP Paribas Call 14 AFR0 19.12.20.../  DE000PC9V6Q7  /

Frankfurt Zert./BNP
2024-05-31  9:20:51 PM Chg.+0.120 Bid9:59:54 PM Ask9:59:54 PM Underlying Strike price Expiration date Option type
1.160EUR +11.54% 1.170
Bid Size: 4,000
1.240
Ask Size: 4,000
AIR FRANCE-KLM INH. ... 14.00 EUR 2025-12-19 Call
 

Master data

WKN: PC9V6Q
Issuer: BNP PARIBAS
Currency: EUR
Underlying: AIR FRANCE-KLM INH. EO 1
Type: Warrant
Option type: Call
Strike price: 14.00 EUR
Maturity: 2025-12-19
Issue date: 2024-05-15
Last trading day: 2025-12-18
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.45
Leverage: Yes

Calculated values

Fair value: 1.00
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.36
Parity: -3.53
Time value: 1.24
Break-even: 15.24
Moneyness: 0.75
Premium: 0.45
Premium p.a.: 0.27
Spread abs.: 0.07
Spread %: 5.98%
Delta: 0.42
Theta: 0.00
Omega: 3.54
Rho: 0.05
 

Quote data

Open: 1.040
High: 1.160
Low: 1.040
Previous Close: 1.040
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.50%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.200 1.040
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.130
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:   -