BNP Paribas Call 9.5 AFR0 21.03.2.../  DE000PC7YKP0  /

EUWAX
12/07/2024  08:38:21 Chg.-0.110 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.630EUR -14.86% -
Bid Size: -
-
Ask Size: -
AIR FRANCE-KLM INH. ... 9.50 EUR 21/03/2025 Call
 

Master data

WKN: PC7YKP
Issuer: BNP PARIBAS
Currency: EUR
Underlying: AIR FRANCE-KLM INH. EO 1
Type: Warrant
Option type: Call
Strike price: 9.50 EUR
Maturity: 21/03/2025
Issue date: 09/04/2024
Last trading day: 20/03/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 12.01
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.36
Parity: -1.45
Time value: 0.67
Break-even: 10.17
Moneyness: 0.85
Premium: 0.26
Premium p.a.: 0.41
Spread abs.: 0.05
Spread %: 8.06%
Delta: 0.41
Theta: 0.00
Omega: 4.87
Rho: 0.02
 

Quote data

Open: 0.630
High: 0.630
Low: 0.630
Previous Close: 0.740
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month
  -65.95%
3 Months
  -68.66%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.630
1M High / 1M Low: 1.850 0.630
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.752
Avg. volume 1W:   0.000
Avg. price 1M:   1.095
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -