BNP Paribas Call 10.5 A1G 21.06.2024
/ DE000PZ09TF0
BNP Paribas Call 10.5 A1G 21.06.2.../ DE000PZ09TF0 /
| 10/05/2024 21:50:27 |
Chg.-0.040 |
Bid21:58:19 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.730EUR |
-1.06% |
-
Bid Size: - |
-
Ask Size: - |
AMERICAN AIRLINES GR... |
10.50 - |
21/06/2024 |
Call |
Master data
| WKN: |
PZ09TF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
AMERICAN AIRLINES GRP |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 - |
| Maturity: |
21/06/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
13/05/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
3.83 |
| Historic volatility: |
0.35 |
| Parity: |
0.10 |
| Time value: |
3.61 |
| Break-even: |
14.21 |
| Moneyness: |
1.01 |
| Premium: |
0.34 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.68 |
| Theta: |
-0.09 |
| Omega: |
1.94 |
| Rho: |
0.00 |
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 |
|
|
+24.33% |
| 3 Months |
|
|
-25.84% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.960 |
3.200 |
| 6M High / 6M Low: |
5.080 |
2.570 |
| High (YTD): |
29/02/2024 |
5.080 |
| Low (YTD): |
15/04/2024 |
2.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.617 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.850 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.13% |
| Volatility 6M: |
|
133.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
