BNP Paribas Put 12 AAL 21.06.2024
/ DE000PN8YUC2
BNP Paribas Put 12 AAL 21.06.2024/ DE000PN8YUC2 /
| 6/13/2024 10:22:45 AM |
Chg.-0.200 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-27.78% |
-
Bid Size: - |
-
Ask Size: - |
American Airlines Gr... |
12.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
PN8YUC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American Airlines Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
9/28/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.35 |
| Parity: |
0.46 |
| Time value: |
0.07 |
| Break-even: |
10.57 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
1.92% |
| Delta: |
-0.77 |
| Theta: |
-0.01 |
| Omega: |
-15.43 |
| Rho: |
0.00 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
+687.88% |
| 3 Months |
|
|
+40.54% |
| YTD |
|
|
-18.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.480 |
| 1M High / 1M Low: |
0.720 |
0.044 |
| 6M High / 6M Low: |
0.840 |
0.044 |
| High (YTD): |
1/17/2024 |
0.840 |
| Low (YTD): |
5/20/2024 |
0.044 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.584 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.298 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.371 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,754.60% |
| Volatility 6M: |
|
765.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
