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BNP Paribas Put 18 AAL 16.01.2026/  DE000PC1LK76  /

Frankfurt Zert./BNP
2024-06-14  11:21:18 AM Chg.+0.100 Bid11:33:02 AM Ask11:33:02 AM Underlying Strike price Expiration date Option type
6.260EUR +1.62% 6.270
Bid Size: 7,000		 6.380
Ask Size: 7,000		 American Airlines Gr... 18.00 USD 2026-01-16 Put
 

Master data

WKN: PC1LK7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: American Airlines Group Inc
Type: Warrant
Option type: Put
Strike price: 18.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -1.72
Leverage: Yes

Calculated values

Fair value: 6.11
Intrinsic value: 6.11
Implied volatility: 0.45
Historic volatility: 0.35
Parity: 6.11
Time value: 0.07
Break-even: 10.58
Moneyness: 1.57
Premium: 0.01
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 0.32%
Delta: -0.66
Theta: 0.00
Omega: -1.14
Rho: -0.21
 

Quote data

Open: 6.190
High: 6.260
Low: 6.190
Previous Close: 6.160
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.79%
1 Month  
+55.72%
3 Months  
+39.42%
YTD  
+32.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.320 6.070
1M High / 1M Low: 6.320 4.010
6M High / 6M Low: 6.320 3.780
High (YTD): 2024-06-11 6.320
Low (YTD): 2024-02-29 3.780
52W High: - -
52W Low: - -
Avg. price 1W:   6.152
Avg. volume 1W:   0.000
Avg. price 1M:   5.222
Avg. volume 1M:   0.000
Avg. price 6M:   4.622
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.13%
Volatility 6M:   76.38%
Volatility 1Y:   -
Volatility 3Y:   -