BNP Paribas Put 15 AAL 21.06.2024
/ DE000PN6TMH2
BNP Paribas Put 15 AAL 21.06.2024/ DE000PN6TMH2 /
| 2024-05-21 8:56:08 AM |
Chg.+0.120 |
Bid9:11:17 AM |
Ask9:11:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+17.39% |
0.800
Bid Size: 3,750 |
0.900
Ask Size: 3,334 |
American Airlines Gr... |
15.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
PN6TMH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American Airlines Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 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: |
-18.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.33 |
| Parity: |
0.25 |
| Time value: |
0.48 |
| Break-even: |
13.07 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.01 |
| Spread %: |
1.39% |
| Delta: |
-0.53 |
| Theta: |
-0.01 |
| Omega: |
-9.81 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.56% |
| 1 Month |
|
|
-46.36% |
| 3 Months |
|
|
-39.10% |
| YTD |
|
|
-55.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.550 |
| 1M High / 1M Low: |
1.500 |
0.550 |
| 6M High / 6M Low: |
2.920 |
0.550 |
| High (YTD): |
2024-01-17 |
2.380 |
| Low (YTD): |
2024-05-15 |
0.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.634 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.028 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.538 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.13% |
| Volatility 6M: |
|
188.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
