BNP PARIBAS ARBITRAGE/PUT/AIR FRANCE-KLM/6.75/1/20.09.24 | Market Closed - Euronext Paris 09:25:44 11/06/2024 pm IST | ||
| 0.08 EUR | -5.88% |
|
| Current month | -15.79% | ||
| 1 month | -15.79% |
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 | PUT |
| Underlying | AIR FRANCE-KLM |
| Issuer | 
BNP Paribas
|
| 9MMOB | |
| ISIN | NLBNPFR200V2 |
| Date issued | 17/04/2024 |
| Strike | 6.75 € |
| Maturity | 20/09/2024 (82 Days) |
| Parity | 1 : 1 |
| Emission price | 0.21 € |
| Emission volume | N/A |
| Settlement | Por diferencias |
| Currency | EUR |
Technical Indicators
| Highest since issue | 0.25 € |
|---|---|
| Lowest since issue | 0.06 € |
| Delta | -0.08x |
| Omega | 7.840 |
| Premium | 27.94x |
| Gearing | 97.22x |
| Moneyness | 0.7308 |
| Difference Strike | -1.478 € |
| Difference Strike % | -21.90% |
| Spread | 0.03 € |
| Spread % | 27.27% |
| Theoretical value | 0.0950 |
| Implied Volatility | 51.78 % |
| Total Loss Probability | 87.45 % |
| Intrinsic value | 0.000000 |
| Present value | 0.0950 |
| Break even | 6.655 € |
| Theta | -0.01x |
| Vega | 0.01x |
| Rho | -0x |
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
17
Last Close Price
8.228
EUR
Average target price
13.78
EUR
Spread / Average Target
+67.51%
- Stock Market
- Warrants
- 9MMOB Warrant
