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

Frankfurt Zert./BNP
8/12/2024  2:21:12 PM Chg.-0.020 Bid2:21:46 PM Ask2:21:46 PM Underlying Strike price Expiration date Option type
0.820EUR -2.38% 0.820
Bid Size: 20,000
0.830
Ask Size: 20,000
AIR FRANCE-KLM INH. ... 10.00 EUR 12/19/2025 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: 12/19/2025
Issue date: 5/15/2024
Last trading day: 12/18/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.55
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.37
Parity: -2.31
Time value: 0.90
Break-even: 10.90
Moneyness: 0.77
Premium: 0.42
Premium p.a.: 0.29
Spread abs.: 0.05
Spread %: 5.88%
Delta: 0.42
Theta: 0.00
Omega: 3.62
Rho: 0.03
 

Quote data

Open: 0.840
High: 0.840
Low: 0.820
Previous Close: 0.840
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.89%
1 Month
  -20.39%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.840
1M High / 1M Low: 1.160 0.840
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.870
Avg. volume 1W:   0.000
Avg. price 1M:   1.006
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   111.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -