BNP Paribas Call 10.5 AFR0 21.03..../  DE000PC7YKM7  /

EUWAX
12/07/2024  08:38:21 Chg.-0.080 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.390EUR -17.02% -
Bid Size: -
-
Ask Size: -
AIR FRANCE-KLM INH. ... 10.50 EUR 21/03/2025 Call
 

Master data

WKN: PC7YKM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: AIR FRANCE-KLM INH. EO 1
Type: Warrant
Option type: Call
Strike price: 10.50 EUR
Maturity: 21/03/2025
Issue date: 09/04/2024
Last trading day: 20/03/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 18.71
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.36
Parity: -2.45
Time value: 0.43
Break-even: 10.93
Moneyness: 0.77
Premium: 0.36
Premium p.a.: 0.56
Spread abs.: 0.05
Spread %: 13.16%
Delta: 0.29
Theta: 0.00
Omega: 5.51
Rho: 0.01
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.470
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.41%
1 Month
  -71.11%
3 Months
  -74.51%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.390
1M High / 1M Low: 1.350 0.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.478
Avg. volume 1W:   0.000
Avg. price 1M:   0.747
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -