BNP Paribas Call 5.8 TUI1 20.09.2024
/ DE000PN8XC07
BNP Paribas Call 5.8 TUI1 20.09.2.../ DE000PN8XC07 /
| 09/08/2024 15:21:25 |
Chg.-0.010 |
Bid15:39:44 |
Ask15:39:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
-4.17% |
0.220
Bid Size: 32,000 |
0.260
Ask Size: 32,000 |
TUI AG |
5.80 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
PN8XC0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
TUI AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.80 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
27/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.42 |
| Parity: |
-0.49 |
| Time value: |
0.28 |
| Break-even: |
6.08 |
| Moneyness: |
0.92 |
| Premium: |
0.14 |
| Premium p.a.: |
2.22 |
| Spread abs.: |
0.05 |
| Spread %: |
21.74% |
| Delta: |
0.39 |
| Theta: |
-0.01 |
| Omega: |
7.41 |
| Rho: |
0.00 |
Quote data
| Open: |
0.230 |
| High: |
0.280 |
| Low: |
0.230 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.69% |
| 1 Month |
|
|
-78.10% |
| 3 Months |
|
|
-82.03% |
| YTD |
|
|
-88.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.230 |
| 1M High / 1M Low: |
1.480 |
0.230 |
| 6M High / 6M Low: |
2.430 |
0.230 |
| High (YTD): |
08/04/2024 |
2.430 |
| Low (YTD): |
07/08/2024 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.264 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.750 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.311 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.18% |
| Volatility 6M: |
|
162.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
