BNP Paribas Put 14 AAL 17.01.2025
/ DE000PN6TMZ4
BNP Paribas Put 14 AAL 17.01.2025/ DE000PN6TMZ4 /
| 2024-06-13 9:50:25 PM |
Chg.+0.070 |
Bid9:57:18 PM |
Ask9:57:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.690EUR |
+2.67% |
2.680
Bid Size: 9,000 |
2.690
Ask Size: 9,000 |
American Airlines Gr... |
14.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
PN6TMZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American Airlines Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
14.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-08-04 |
| Last trading day: |
2025-01-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.52 |
| Intrinsic value: |
2.31 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.35 |
| Parity: |
2.31 |
| Time value: |
0.32 |
| Break-even: |
10.32 |
| Moneyness: |
1.22 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.38% |
| Delta: |
-0.67 |
| Theta: |
0.00 |
| Omega: |
-2.71 |
| Rho: |
-0.06 |
Quote data
| Open: |
2.540 |
| High: |
2.820 |
| Low: |
2.540 |
| Previous Close: |
2.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.51% |
| 1 Month |
|
|
+115.20% |
| 3 Months |
|
|
+64.02% |
| YTD |
|
|
+39.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.820 |
2.620 |
| 1M High / 1M Low: |
2.820 |
1.250 |
| 6M High / 6M Low: |
2.820 |
1.210 |
| High (YTD): |
2024-06-11 |
2.820 |
| Low (YTD): |
2024-03-27 |
1.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.688 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.067 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.742 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.10% |
| Volatility 6M: |
|
137.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
