BNP PARIBAS ARBITRAGE/PUT/AIR FRANCE-KLM/10/1/20.09.24 Stock

Warrant

LC3MB

NLBNPFR1W796

Market Closed - Euronext Paris 12:30:01 2024-06-28 EDT
1.845 EUR +17.89% Intraday chart for BNP PARIBAS ARBITRAGE/PUT/AIR FRANCE-KLM/10/1/20.09.24
Current month+158.62%
1 month+186.26%

Comparison chart between the derivative product and it's underlying value

End-of-day quotes
Date Price Change
24-06-28 1.875 +19.81%
24-06-27 1.565 +12.19%
24-06-26 1.395 +17.72%
24-06-25 1.185 +10.23%
24-06-24 1.075 -6.11%

Real-time Euronext Paris

Last update June 28, 2024 at 12:30 pm

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Static data

Product typeWarrants
Buy / SellPUT
Underlying AIR FRANCE-KLM
IssuerLogo Issuer BNP Paribas BNP Paribas
LC3MB
ISINNLBNPFR1W796
Date issued 2023-11-23
Strike 10
Maturity 2024-09-20 (83 Days)
Parity 1 : 1
Emission price 0.74
Emission volume N/A
Settlement règlement en espèces
Currency EUR

Technical Indicators

Highest since issue 2.07
Lowest since issue 0.515
Delta-0.81x
Omega 3.600
Premium0.89x
Gearing4.46x
Moneyness 1.215
Difference Strike 1.772
Difference Strike %+17.72%
Spread 0.03
Spread %1.61%
Theoretical value 1.845
Implied Volatility 40.37 %
Total Loss Probability 14.43 %
Intrinsic value 1.772
Present value 0.0730
Break even 8.155 €
Theta-0.01x
Vega0.01x
Rho-0.02x

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
-
More about the company

Ratings for Air France-KLM

Trading Rating
Investor Rating
ESG Refinitiv
C+
More Ratings

Consensus: Air France-KLM

Sell
Consensus
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%
Consensus
  1. Stock Market
  2. Warrants
  3. LC3MB Warrant