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BNP Paribas Call 17 AAL 21.06.202.../  DE000PN6TLD3  /

Frankfurt Zert./BNP
2024-05-17  8:50:34 PM Chg.+0.010 Bid9:15:56 PM Ask9:15:56 PM Underlying Strike price Expiration date Option type
0.120EUR +9.09% 0.110
Bid Size: 37,000		 0.120
Ask Size: 37,000		 American Airlines Gr... 17.00 USD 2024-06-21 Call
 

Master data

WKN: PN6TLD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: American Airlines Group Inc
Type: Warrant
Option type: Call
Strike price: 17.00 USD
Maturity: 2024-06-21
Issue date: 2023-08-04
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 113.41
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.33
Parity: -2.03
Time value: 0.12
Break-even: 15.76
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 3.63
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.15
Theta: -0.01
Omega: 16.72
Rho: 0.00
 

Quote data

Open: 0.100
High: 0.130
Low: 0.100
Previous Close: 0.110
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+41.18%
1 Month
  -36.84%
3 Months
  -81.25%
YTD
  -80.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.085
1M High / 1M Low: 0.270 0.062
6M High / 6M Low: 0.970 0.062
High (YTD): 2024-01-25 0.970
Low (YTD): 2024-05-03 0.062
52W High: - -
52W Low: - -
Avg. price 1W:   0.135
Avg. volume 1W:   0.000
Avg. price 1M:   0.139
Avg. volume 1M:   0.000
Avg. price 6M:   0.453
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   604.26%
Volatility 6M:   397.38%
Volatility 1Y:   -
Volatility 3Y:   -