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BNP Paribas Call 15 AAL 20.12.202.../  DE000PN6TLM4  /

EUWAX
06/11/2024  09:37:55 Chg.+0.090 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.350EUR +34.62% -
Bid Size: -		 -
Ask Size: -		 American Airlines Gr... 15.00 USD 20/12/2024 Call
 

Master data

WKN: PN6TLM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: American Airlines Group Inc
Type: Warrant
Option type: Call
Strike price: 15.00 USD
Maturity: 20/12/2024
Issue date: 04/08/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 41.60
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.37
Parity: -1.66
Time value: 0.29
Break-even: 14.01
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 2.46
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.26
Theta: -0.01
Omega: 10.68
Rho: 0.00
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month  
+133.33%
3 Months  
+150.00%
YTD
  -81.58%
1 Year
  -71.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.260
1M High / 1M Low: 0.500 0.170
6M High / 6M Low: 2.160 0.074
High (YTD): 01/03/2024 2.720
Low (YTD): 29/08/2024 0.074
52W High: 01/03/2024 2.720
52W Low: 29/08/2024 0.074
Avg. price 1W:   0.404
Avg. volume 1W:   0.000
Avg. price 1M:   0.322
Avg. volume 1M:   0.000
Avg. price 6M:   0.431
Avg. volume 6M:   0.000
Avg. price 1Y:   1.119
Avg. volume 1Y:   0.000
Volatility 1M:   439.05%
Volatility 6M:   288.66%
Volatility 1Y:   229.57%
Volatility 3Y:   -