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

EUWAX
9/13/2024  8:25:20 AM Chg.-0.020 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.930EUR -2.11% -
Bid Size: -
-
Ask Size: -
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: 8.19
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.37
Parity: -1.73
Time value: 1.01
Break-even: 11.01
Moneyness: 0.83
Premium: 0.33
Premium p.a.: 0.25
Spread abs.: 0.05
Spread %: 5.21%
Delta: 0.46
Theta: 0.00
Omega: 3.75
Rho: 0.04
 

Quote data

Open: 0.930
High: 0.930
Low: 0.930
Previous Close: 0.950
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.11%
1 Month  
+24.00%
3 Months
  -60.09%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.880
1M High / 1M Low: 1.000 0.690
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.920
Avg. volume 1W:   0.000
Avg. price 1M:   0.841
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   99.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -