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BNP Paribas Put 10 AAL 20.06.2025/  DE000PZ09TT1  /

Frankfurt Zert./BNP
2024-06-14  5:21:01 PM Chg.+0.100 Bid2024-06-14 Ask2024-06-14 Underlying Strike price Expiration date Option type
0.990EUR +11.24% 0.990
Bid Size: 49,000		 1.000
Ask Size: 49,000		 American Airlines Gr... 10.00 USD 2025-06-20 Put
 

Master data

WKN: PZ09TT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: American Airlines Group Inc
Type: Warrant
Option type: Put
Strike price: 10.00 USD
Maturity: 2025-06-20
Issue date: 2023-11-10
Last trading day: 2025-06-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -11.84
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.35
Parity: -1.34
Time value: 0.90
Break-even: 8.41
Moneyness: 0.87
Premium: 0.21
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 1.12%
Delta: -0.27
Theta: 0.00
Omega: -3.16
Rho: -0.04
 

Quote data

Open: 0.900
High: 1.000
Low: 0.900
Previous Close: 0.890
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month  
+73.68%
3 Months  
+37.50%
YTD
  -2.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.870
1M High / 1M Low: 0.960 0.520
6M High / 6M Low: 1.150 0.520
High (YTD): 2024-01-03 1.150
Low (YTD): 2024-05-17 0.520
52W High: - -
52W Low: - -
Avg. price 1W:   0.904
Avg. volume 1W:   0.000
Avg. price 1M:   0.749
Avg. volume 1M:   0.000
Avg. price 6M:   0.793
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   192.18%
Volatility 6M:   111.83%
Volatility 1Y:   -
Volatility 3Y:   -