BNP Paribas Call 8 AFR0 21.03.202.../  DE000PC7YKS4  /

Frankfurt Zert./BNP
7/12/2024  9:20:40 PM Chg.-0.130 Bid9:49:45 PM Ask9:49:45 PM Underlying Strike price Expiration date Option type
1.200EUR -9.77% 1.200
Bid Size: 4,000
1.250
Ask Size: 4,000
AIR FRANCE-KLM INH. ... 8.00 EUR 3/21/2025 Call
 

Master data

WKN: PC7YKS
Issuer: BNP PARIBAS
Currency: EUR
Underlying: AIR FRANCE-KLM INH. EO 1
Type: Warrant
Option type: Call
Strike price: 8.00 EUR
Maturity: 3/21/2025
Issue date: 4/9/2024
Last trading day: 3/20/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.44
Leverage: Yes

Calculated values

Fair value: 1.07
Intrinsic value: 0.05
Implied volatility: 0.43
Historic volatility: 0.36
Parity: 0.05
Time value: 1.20
Break-even: 9.25
Moneyness: 1.01
Premium: 0.15
Premium p.a.: 0.22
Spread abs.: 0.05
Spread %: 4.17%
Delta: 0.60
Theta: 0.00
Omega: 3.89
Rho: 0.02
 

Quote data

Open: 1.220
High: 1.250
Low: 1.190
Previous Close: 1.330
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -17.24%
1 Month
  -52.00%
3 Months
  -52.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.550 1.200
1M High / 1M Low: 2.500 1.200
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.376
Avg. volume 1W:   0.000
Avg. price 1M:   1.779
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -