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BNP Paribas Call 11.5 AAL 21.06.2.../  DE000PN8YTY8  /

Frankfurt Zert./BNP
2024-06-07  9:50:38 PM Chg.-0.010 Bid9:58:09 PM Ask9:58:09 PM Underlying Strike price Expiration date Option type
0.290EUR -3.33% 0.290
Bid Size: 10,000		 0.300
Ask Size: 10,000		 American Airlines Gr... 11.50 USD 2024-06-21 Call
 

Master data

WKN: PN8YTY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: American Airlines Group Inc
Type: Warrant
Option type: Call
Strike price: 11.50 USD
Maturity: 2024-06-21
Issue date: 2023-09-28
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 33.85
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.35
Parity: -0.06
Time value: 0.31
Break-even: 10.87
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 1.49
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.49
Theta: -0.01
Omega: 16.67
Rho: 0.00
 

Quote data

Open: 0.280
High: 0.320
Low: 0.240
Previous Close: 0.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -34.09%
1 Month
  -89.45%
3 Months
  -91.71%
YTD
  -90.40%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.300
1M High / 1M Low: 3.510 0.300
6M High / 6M Low: 4.230 0.300
High (YTD): 2024-02-29 4.230
Low (YTD): 2024-06-06 0.300
52W High: - -
52W Low: - -
Avg. price 1W:   0.388
Avg. volume 1W:   0.000
Avg. price 1M:   2.040
Avg. volume 1M:   11.696
Avg. price 6M:   2.895
Avg. volume 6M:   2.152
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   290.10%
Volatility 6M:   194.68%
Volatility 1Y:   -
Volatility 3Y:   -