BNP Paribas Call 10.5 A1G 21.06.2024
/ DE000PZ09TF0
BNP Paribas Call 10.5 A1G 21.06.2.../ DE000PZ09TF0 /
| 2024-05-10 9:50:27 PM |
Chg.-0.040 |
Bid9:58:19 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.730EUR |
-1.06% |
-
Bid Size: - |
-
Ask Size: - |
AMERICAN AIRLINES GR... |
10.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
PZ09TF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AMERICAN AIRLINES GRP |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-05-13 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.08 |
| Intrinsic value: |
3.05 |
| Implied volatility: |
1.27 |
| Historic volatility: |
0.33 |
| Parity: |
3.05 |
| Time value: |
0.68 |
| Break-even: |
14.23 |
| Moneyness: |
1.29 |
| Premium: |
0.05 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.02 |
| Spread %: |
0.54% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
2.94 |
| Rho: |
0.01 |
Quote data
| Open: |
3.810 |
| High: |
3.890 |
| Low: |
3.670 |
| Previous Close: |
3.770 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+4.48% |
| 3 Months |
|
|
-13.05% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.960 |
3.000 |
| 6M High / 6M Low: |
5.080 |
2.480 |
| High (YTD): |
2024-02-29 |
5.080 |
| Low (YTD): |
2024-04-15 |
2.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.534 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.763 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.68% |
| Volatility 6M: |
|
131.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
