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BNP Paribas Call 15.5 AAL 21.06.2.../  DE000PN7BX09  /

Frankfurt Zert./BNP
2024-05-20  9:50:43 PM Chg.-0.090 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
0.290EUR -23.68% 0.290
Bid Size: 10,500		 0.300
Ask Size: 10,500		 American Airlines Gr... 15.50 USD 2024-06-21 Call
 

Master data

WKN: PN7BX0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: American Airlines Group Inc
Type: Warrant
Option type: Call
Strike price: 15.50 USD
Maturity: 2024-06-21
Issue date: 2023-08-16
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 35.65
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.33
Parity: -0.71
Time value: 0.38
Break-even: 14.64
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 1.41
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.37
Theta: -0.01
Omega: 13.07
Rho: 0.00
 

Quote data

Open: 0.360
High: 0.370
Low: 0.270
Previous Close: 0.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -40.82%
1 Month
  -44.23%
3 Months
  -72.64%
YTD
  -70.41%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.380
1M High / 1M Low: 0.620 0.200
6M High / 6M Low: 1.540 0.200
High (YTD): 2024-01-25 1.540
Low (YTD): 2024-04-30 0.200
52W High: - -
52W Low: - -
Avg. price 1W:   0.466
Avg. volume 1W:   0.000
Avg. price 1M:   0.381
Avg. volume 1M:   0.000
Avg. price 6M:   0.813
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   534.97%
Volatility 6M:   343.16%
Volatility 1Y:   -
Volatility 3Y:   -