BNP Paribas Call 5.5 TUI1 20.09.2024
/ DE000PN8XC15
BNP Paribas Call 5.5 TUI1 20.09.2.../ DE000PN8XC15 /
| 09/08/2024 08:49:26 |
Chg.-0.010 |
Bid11:59:51 |
Ask11:59:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-2.86% |
0.390
Bid Size: 20,000 |
0.430
Ask Size: 20,000 |
TUI AG |
5.50 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
PN8XC1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
TUI AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
27/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.42 |
| Parity: |
-0.19 |
| Time value: |
0.40 |
| Break-even: |
5.90 |
| Moneyness: |
0.97 |
| Premium: |
0.11 |
| Premium p.a.: |
1.48 |
| Spread abs.: |
0.05 |
| Spread %: |
14.29% |
| Delta: |
0.49 |
| Theta: |
-0.01 |
| Omega: |
6.51 |
| Rho: |
0.00 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.17% |
| 1 Month |
|
|
-75.36% |
| 3 Months |
|
|
-76.55% |
| YTD |
|
|
-84.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.280 |
| 1M High / 1M Low: |
1.740 |
0.280 |
| 6M High / 6M Low: |
2.710 |
0.280 |
| High (YTD): |
10/04/2024 |
2.710 |
| Low (YTD): |
05/08/2024 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.982 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.541 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
305.90% |
| Volatility 6M: |
|
185.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
