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BNP Paribas Put 15 AAL 20.09.2024/  DE000PC1LKS4  /

Frankfurt Zert./BNP
2024-06-14  9:20:53 AM Chg.+0.030 Bid9:33:09 AM Ask9:33:09 AM Underlying Strike price Expiration date Option type
3.380EUR +0.90% 3.380
Bid Size: 3,250		 3.480
Ask Size: 3,250		 American Airlines Gr... 15.00 USD 2024-09-20 Put
 

Master data

WKN: PC1LKS
Issuer: BNP PARIBAS
Currency: EUR
Underlying: American Airlines Group Inc
Type: Warrant
Option type: Put
Strike price: 15.00 USD
Maturity: 2024-09-20
Issue date: 2023-12-11
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -3.24
Leverage: Yes

Calculated values

Fair value: 3.24
Intrinsic value: 3.24
Implied volatility: 0.44
Historic volatility: 0.35
Parity: 3.24
Time value: 0.04
Break-even: 10.59
Moneyness: 1.30
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.31%
Delta: -0.84
Theta: 0.00
Omega: -2.74
Rho: -0.03
 

Quote data

Open: 3.370
High: 3.380
Low: 3.370
Previous Close: 3.350
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.05%
1 Month  
+184.03%
3 Months  
+85.71%
YTD  
+64.08%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.500 3.260
1M High / 1M Low: 3.500 1.190
6M High / 6M Low: 3.500 1.190
High (YTD): 2024-06-11 3.500
Low (YTD): 2024-05-14 1.190
52W High: - -
52W Low: - -
Avg. price 1W:   3.338
Avg. volume 1W:   0.000
Avg. price 1M:   2.429
Avg. volume 1M:   0.000
Avg. price 6M:   1.897
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   251.80%
Volatility 6M:   171.91%
Volatility 1Y:   -
Volatility 3Y:   -