BNP Paribas Call 10.5 AAL 20.12.2024
/ DE000PG39XE2
BNP Paribas Call 10.5 AAL 20.12.2.../ DE000PG39XE2 /
| 2024-11-06 8:13:33 AM |
Chg.+0.42 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.95EUR |
+16.60% |
-
Bid Size: - |
-
Ask Size: - |
American Airlines Gr... |
10.50 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PG39XE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American Airlines Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-07-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.52 |
| Intrinsic value: |
2.46 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.37 |
| Parity: |
2.46 |
| Time value: |
0.19 |
| Break-even: |
12.25 |
| Moneyness: |
1.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
4.04 |
| Rho: |
0.01 |
Quote data
| Open: |
2.95 |
| High: |
2.95 |
| Low: |
2.95 |
| Previous Close: |
2.53 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.23% |
| 1 Month |
|
|
+132.28% |
| 3 Months |
|
|
+239.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.26 |
2.53 |
| 1M High / 1M Low: |
3.26 |
1.53 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
