BNP Paribas Call 9.5 AFR0 20.09.2024
/ DE000PC6L5D2
BNP Paribas Call 9.5 AFR0 20.09.2.../ DE000PC6L5D2 /
| 2024-06-07 9:20:38 PM |
Chg.-0.140 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.460EUR |
-8.75% |
1.450
Bid Size: 4,000 |
1.520
Ask Size: 4,000 |
AIR FRANCE-KLM INH. ... |
9.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC6L5D |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AIR FRANCE-KLM INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.36 |
| Parity: |
1.13 |
| Time value: |
0.55 |
| Break-even: |
11.17 |
| Moneyness: |
1.12 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.07 |
| Spread %: |
4.38% |
| Delta: |
0.74 |
| Theta: |
0.00 |
| Omega: |
4.70 |
| Rho: |
0.02 |
Quote data
| Open: |
1.620 |
| High: |
1.650 |
| Low: |
1.460 |
| Previous Close: |
1.600 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.19% |
| 1 Month |
|
|
-10.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.760 |
1.460 |
| 1M High / 1M Low: |
2.240 |
1.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.640 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.667 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
