BNP Paribas Call 10 AFR0 20.06.20.../  DE000PC39U83  /

EUWAX
2024-08-09  8:19:55 AM Chg.-0.020 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.490EUR -3.92% -
Bid Size: -
-
Ask Size: -
AIR FRANCE-KLM INH. ... 10.00 EUR 2025-06-20 Call
 

Master data

WKN: PC39U8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: AIR FRANCE-KLM INH. EO 1
Type: Warrant
Option type: Call
Strike price: 10.00 EUR
Maturity: 2025-06-20
Issue date: 2024-01-31
Last trading day: 2025-06-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 14.24
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.37
Parity: -2.31
Time value: 0.54
Break-even: 10.54
Moneyness: 0.77
Premium: 0.37
Premium p.a.: 0.44
Spread abs.: 0.05
Spread %: 10.20%
Delta: 0.34
Theta: 0.00
Omega: 4.81
Rho: 0.02
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.510
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.77%
1 Month
  -27.94%
3 Months
  -78.97%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.490
1M High / 1M Low: 0.750 0.490
6M High / 6M Low: 3.330 0.490
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.528
Avg. volume 1W:   0.000
Avg. price 1M:   0.638
Avg. volume 1M:   0.000
Avg. price 6M:   1.778
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.76%
Volatility 6M:   122.49%
Volatility 1Y:   -
Volatility 3Y:   -