BNP Paribas Call 14 AFR0 20.06.20.../  DE000PC39VA3  /

EUWAX
2024-06-07  8:19:22 AM Chg.-0.010 Bid10:00:06 PM Ask10:00:06 PM Underlying Strike price Expiration date Option type
0.760EUR -1.30% -
Bid Size: -
-
Ask Size: -
AIR FRANCE-KLM INH. ... 14.00 EUR 2025-06-20 Call
 

Master data

WKN: PC39VA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: AIR FRANCE-KLM INH. EO 1
Type: Warrant
Option type: Call
Strike price: 14.00 EUR
Maturity: 2025-06-20
Issue date: 2024-01-31
Last trading day: 2025-06-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 13.12
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.36
Parity: -3.38
Time value: 0.81
Break-even: 14.81
Moneyness: 0.76
Premium: 0.39
Premium p.a.: 0.38
Spread abs.: 0.06
Spread %: 8.00%
Delta: 0.35
Theta: 0.00
Omega: 4.56
Rho: 0.03
 

Quote data

Open: 0.760
High: 0.760
Low: 0.760
Previous Close: 0.770
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.56%
1 Month
  -2.56%
3 Months  
+2.70%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.760
1M High / 1M Low: 1.090 0.670
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.796
Avg. volume 1W:   0.000
Avg. price 1M:   0.813
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -