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

EUWAX
2024-07-12  8:18:48 AM Chg.-0.120 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.680EUR -15.00% -
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: 11.18
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.36
Parity: -1.95
Time value: 0.72
Break-even: 10.72
Moneyness: 0.80
Premium: 0.33
Premium p.a.: 0.36
Spread abs.: 0.05
Spread %: 7.46%
Delta: 0.39
Theta: 0.00
Omega: 4.41
Rho: 0.02
 

Quote data

Open: 0.680
High: 0.680
Low: 0.680
Previous Close: 0.800
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.05%
1 Month
  -63.64%
3 Months
  -65.66%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.680
1M High / 1M Low: 1.870 0.680
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.812
Avg. volume 1W:   0.000
Avg. price 1M:   1.129
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   131.49%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -