BNP Paribas Put 15 AAL 21.06.2024
/ DE000PN6TMH2
BNP Paribas Put 15 AAL 21.06.2024/ DE000PN6TMH2 /
| 5/17/2024 8:57:30 AM |
Chg.+0.090 |
Bid5:20:07 PM |
Ask5:20:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+15.00% |
0.640
Bid Size: 18,000 |
0.650
Ask Size: 18,000 |
American Airlines Gr... |
15.00 USD |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
8/4/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.33 |
| Parity: |
0.19 |
| Time value: |
0.52 |
| Break-even: |
13.09 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.01 |
| Spread %: |
1.43% |
| Delta: |
-0.51 |
| Theta: |
-0.01 |
| Omega: |
-9.82 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.77% |
| 1 Month |
|
|
-63.87% |
| 3 Months |
|
|
-46.09% |
| YTD |
|
|
-62.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.550 |
| 1M High / 1M Low: |
1.910 |
0.550 |
| 6M High / 6M Low: |
2.920 |
0.550 |
| High (YTD): |
1/17/2024 |
2.380 |
| Low (YTD): |
5/15/2024 |
0.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.686 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.150 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.572 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.60% |
| Volatility 6M: |
|
188.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
