BNP Paribas Call 10.5 AFR0 20.09.2024
/ DE000PC6L5C4
BNP Paribas Call 10.5 AFR0 20.09..../ DE000PC6L5C4 /
| 2024-06-07 9:20:38 PM |
Chg.-0.110 |
Bid9:54:39 PM |
Ask9:54:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
-11.11% |
0.880
Bid Size: 4,000 |
0.940
Ask Size: 4,000 |
AIR FRANCE-KLM INH. ... |
10.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC6L5C |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AIR FRANCE-KLM INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.36 |
| Parity: |
0.13 |
| Time value: |
0.92 |
| Break-even: |
11.54 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.06 |
| Spread %: |
6.12% |
| Delta: |
0.58 |
| Theta: |
0.00 |
| Omega: |
5.97 |
| Rho: |
0.01 |
Quote data
| Open: |
1.000 |
| High: |
1.020 |
| Low: |
0.880 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.37% |
| 1 Month |
|
|
+8.64% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.950 |
| 1M High / 1M Low: |
1.560 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.061 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
