BNP PARIBAS ARBITRAGE/CALL/AIR FRANCE-KLM/14/1/20.09.24 | Market Closed - Euronext Paris 08:47:53 21/12/2023 pm IST | ||
| 1.965 EUR | -5.76% |
|
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
AIR FRANCE-KLM
Static data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | AIR FRANCE-KLM |
| Issuer | 
BNP Paribas
|
| MC3MB | |
| ISIN | NLBNPFR1W7A0 |
| Date issued | 23/11/2023 |
| Strike | 14 € |
| Maturity | 20/09/2024 (110 Days) |
| Parity | 1 : 1 |
| Emission price | 0.98 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 2.115 € |
|---|---|
| Lowest since issue | 0.865 € |
| Delta | 0.56x |
| Omega | 3.833 |
| Premium | 18.76x |
| Gearing | 6.81x |
| Moneyness | 0.9609 |
| Difference Strike | 3.525 € |
| Difference Strike % | +25.18% |
| Spread | 0.03 € |
| Spread % | 1.51% |
| Theoretical value | 1.975 |
| Implied Volatility | 45.97 % |
| Total Loss Probability | 58.95 % |
| Intrinsic value | 0.000000 |
| Present value | 1.975 |
| Break even | 15.98 € |
| Theta | -0.03x |
| Vega | 0.04x |
| Rho | 0.04x |
Company Profile
Air France-KLM is one of the world's leading airline companies. Net sales break down by activity as follows:
- passenger and freight transportation (85.4%): 72.1 million people and 0.9 Mt of merchandise transported in 2023;
- low-cost passenger transportation (8.8%; Transavia): 21.5 million people transported;
- maintenance services (5.7%);
- other (0.1%).
At the end of 2023, the group had a fleet of 551 aircraft (including 271 owned and 280 leased) divided between the domestic fleets of Air France (258), KLM (176) and Transavia (117).
Sector
-
Consensus: Air France-KLM
Sell
Buy
Mean consensus
HOLD
Number of Analysts
16
Last Close Price
10.48
EUR
Average target price
14.36
EUR
Spread / Average Target
+37.11%
- Stock Market
- Warrants
- MC3MB Warrant
