BNP Paribas Call 9 AFR0 20.09.202.../  DE000PC6L5E0  /

EUWAX
12/07/2024  08:28:51 Chg.-0.090 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.260EUR -25.71% -
Bid Size: -
-
Ask Size: -
AIR FRANCE-KLM INH. ... 9.00 EUR 20/09/2024 Call
 

Master data

WKN: PC6L5E
Issuer: BNP PARIBAS
Currency: EUR
Underlying: AIR FRANCE-KLM INH. EO 1
Type: Warrant
Option type: Call
Strike price: 9.00 EUR
Maturity: 20/09/2024
Issue date: 14/03/2024
Last trading day: 19/09/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 27.74
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.36
Parity: -0.95
Time value: 0.29
Break-even: 9.29
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 1.14
Spread abs.: 0.05
Spread %: 20.83%
Delta: 0.32
Theta: 0.00
Omega: 8.94
Rho: 0.00
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.58%
1 Month
  -83.33%
3 Months
  -84.97%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.260
1M High / 1M Low: 1.560 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.370
Avg. volume 1W:   0.000
Avg. price 1M:   0.732
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   223.21%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -