BNP Paribas Call 12 AAL 15.01.202.../  DE000PL1GXJ5  /

EUWAX
2024-12-20  9:24:27 AM Chg.+0.10 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
7.21EUR +1.41% -
Bid Size: -
-
Ask Size: -
American Airlines Gr... 12.00 USD 2027-01-15 Call
 

Master data

WKN: PL1GXJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: American Airlines Group Inc
Type: Warrant
Option type: Call
Strike price: 12.00 USD
Maturity: 2027-01-15
Issue date: 2024-11-15
Last trading day: 2027-01-14
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 2.16
Leverage: Yes

Calculated values

Fair value: 6.49
Intrinsic value: 4.68
Implied volatility: 0.58
Historic volatility: 0.42
Parity: 4.68
Time value: 2.82
Break-even: 19.01
Moneyness: 1.41
Premium: 0.17
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 0.54%
Delta: 0.81
Theta: 0.00
Omega: 1.76
Rho: 0.12
 

Quote data

Open: 7.21
High: 7.21
Low: 7.21
Previous Close: 7.11
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.61%
1 Month  
+37.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.33 7.01
1M High / 1M Low: 8.06 5.25
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   7.18
Avg. volume 1W:   0.00
Avg. price 1M:   6.56
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -