BNP Paribas Call 8.5 AFR0 21.06.2024
/ DE000PC61V00
BNP Paribas Call 8.5 AFR0 21.06.2.../ DE000PC61V00 /
07/06/2024 17:21:09 |
Chg.-0.180 |
Bid17:37:03 |
Ask17:37:03 |
Underlying |
Strike price |
Expiration date |
Option type |
1.940EUR |
-8.49% |
1.950 Bid Size: 4,000 |
2.040 Ask Size: 4,000 |
AIR FRANCE-KLM INH. ... |
8.50 EUR |
21/06/2024 |
Call |
Master data
WKN: |
PC61V0 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
AIR FRANCE-KLM INH. EO 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
8.50 EUR |
Maturity: |
21/06/2024 |
Issue date: |
21/03/2024 |
Last trading day: |
20/06/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.14 |
Intrinsic value: |
2.13 |
Implied volatility: |
0.88 |
Historic volatility: |
0.36 |
Parity: |
2.13 |
Time value: |
0.09 |
Break-even: |
10.71 |
Moneyness: |
1.25 |
Premium: |
0.01 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.09 |
Spread %: |
4.25% |
Delta: |
0.92 |
Theta: |
-0.01 |
Omega: |
4.41 |
Rho: |
0.00 |
Quote data
Open: |
2.160 |
High: |
2.200 |
Low: |
1.940 |
Previous Close: |
2.120 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-2.51% |
1 Month |
|
|
+18.29% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.290 |
1.990 |
1M High / 1M Low: |
2.790 |
1.640 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.164 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.125 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
167.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |