BNP Paribas Call 9 AFR0 20.09.2024
/ DE000PC6L5E0
BNP Paribas Call 9 AFR0 20.09.202.../ DE000PC6L5E0 /
| 07/06/2024 21:20:38 |
Chg.-0.160 |
Bid21:59:29 |
Ask21:59:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.810EUR |
-8.12% |
1.810
Bid Size: 4,000 |
1.880
Ask Size: 4,000 |
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: |
5.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.90 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.36 |
| Parity: |
1.63 |
| Time value: |
0.42 |
| Break-even: |
11.04 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.07 |
| Spread %: |
3.55% |
| Delta: |
0.80 |
| Theta: |
0.00 |
| Omega: |
4.18 |
| Rho: |
0.02 |
Quote data
| Open: |
2.000 |
| High: |
2.020 |
| Low: |
1.810 |
| Previous Close: |
1.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.74% |
| 1 Month |
|
|
+10.37% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.130 |
1.900 |
| 1M High / 1M Low: |
2.620 |
1.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.026 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.018 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
