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BNP Paribas Put 16 AAL 21.06.2024/  DE000PN6TMJ8  /

Frankfurt Zert./BNP
2024-06-07  4:35:34 PM Chg.0.000 Bid4:41:46 PM Ask4:41:46 PM Underlying Strike price Expiration date Option type
4.190EUR 0.00% 4.160
Bid Size: 13,000		 4.170
Ask Size: 13,000		 American Airlines Gr... 16.00 USD 2024-06-21 Put
 

Master data

WKN: PN6TMJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: American Airlines Group Inc
Type: Warrant
Option type: Put
Strike price: 16.00 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: -2.50
Leverage: Yes

Calculated values

Fair value: 4.20
Intrinsic value: 4.20
Implied volatility: 0.90
Historic volatility: 0.35
Parity: 4.20
Time value: 0.00
Break-even: 10.49
Moneyness: 1.40
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.01
Spread %: 0.24%
Delta: -0.96
Theta: 0.00
Omega: -2.41
Rho: -0.01
 

Quote data

Open: 4.210
High: 4.300
Low: 4.170
Previous Close: 4.190
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.96%
1 Month  
+146.47%
3 Months  
+147.93%
YTD  
+76.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.190 4.010
1M High / 1M Low: 4.220 1.090
6M High / 6M Low: 4.220 1.090
High (YTD): 2024-05-30 4.220
Low (YTD): 2024-05-14 1.090
52W High: - -
52W Low: - -
Avg. price 1W:   4.124
Avg. volume 1W:   0.000
Avg. price 1M:   2.396
Avg. volume 1M:   0.000
Avg. price 6M:   2.147
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   286.22%
Volatility 6M:   199.99%
Volatility 1Y:   -
Volatility 3Y:   -