BNP Paribas Call 4.5 TUI1 20.09.2024
/ DE000PN8XC56
BNP Paribas Call 4.5 TUI1 20.09.2.../ DE000PN8XC56 /
| 12/07/2024 08:49:47 |
Chg.+0.07 |
Bid14:09:43 |
Ask14:09:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.28EUR |
+3.17% |
2.15
Bid Size: 9,000 |
2.23
Ask Size: 9,000 |
TUI AG |
4.50 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
PN8XC5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
TUI AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.50 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
27/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.27 |
| Intrinsic value: |
2.23 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.42 |
| Parity: |
2.23 |
| Time value: |
0.11 |
| Break-even: |
6.84 |
| Moneyness: |
1.50 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.09 |
| Spread %: |
4.00% |
| Delta: |
0.93 |
| Theta: |
0.00 |
| Omega: |
2.67 |
| Rho: |
0.01 |
Quote data
| Open: |
2.28 |
| High: |
2.28 |
| Low: |
2.28 |
| Previous Close: |
2.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.11% |
| 1 Month |
|
|
-17.09% |
| 3 Months |
|
|
-31.12% |
| YTD |
|
|
-22.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.28 |
2.11 |
| 1M High / 1M Low: |
2.75 |
2.06 |
| 6M High / 6M Low: |
3.59 |
1.87 |
| High (YTD): |
10/04/2024 |
3.59 |
| Low (YTD): |
05/03/2024 |
1.87 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.44 |
| Avg. volume 6M: |
|
15.75 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.10% |
| Volatility 6M: |
|
105.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
