BNP Paribas Call 4.8 TUI1 20.09.2024
/ DE000PN8XC49
BNP Paribas Call 4.8 TUI1 20.09.2.../ DE000PN8XC49 /
| 09/08/2024 08:49:26 |
Chg.0.000 |
Bid11:35:56 |
Ask11:35:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
0.00% |
0.840
Bid Size: 13,000 |
0.920
Ask Size: 13,000 |
TUI AG |
4.80 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
PN8XC4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
TUI AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.80 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
27/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.42 |
| Parity: |
0.51 |
| Time value: |
0.33 |
| Break-even: |
5.64 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.09 |
| Spread %: |
12.00% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
4.45 |
| Rho: |
0.00 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.750 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.48% |
| 1 Month |
|
|
-62.50% |
| 3 Months |
|
|
-62.69% |
| YTD |
|
|
-72.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.630 |
| 1M High / 1M Low: |
2.390 |
0.630 |
| 6M High / 6M Low: |
3.320 |
0.630 |
| High (YTD): |
10/04/2024 |
3.320 |
| Low (YTD): |
05/08/2024 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.778 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.537 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.102 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.80% |
| Volatility 6M: |
|
141.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
