BNP Paribas Call 12 AAL 15.01.2027
/ DE000PL1GXJ5
BNP Paribas Call 12 AAL 15.01.202.../ DE000PL1GXJ5 /
| 20/12/2024 09:24:27 |
Chg.+0.10 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.21EUR |
+1.41% |
-
Bid Size: - |
-
Ask Size: - |
American Airlines Gr... |
12.00 USD |
15/01/2027 |
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: |
15/01/2027 |
| Issue date: |
15/11/2024 |
| Last trading day: |
14/01/2027 |
| 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: |
|
- |
