BNP Paribas Call 5 TUI1 20.09.2024
/ DE000PN8XC31
BNP Paribas Call 5 TUI1 20.09.202.../ DE000PN8XC31 /
| 12/07/2024 16:21:09 |
Chg.-0.040 |
Bid16:30:41 |
Ask16:30:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.760EUR |
-2.22% |
1.780
Bid Size: 9,000 |
1.860
Ask Size: 9,000 |
TUI AG |
5.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
PN8XC3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
TUI AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
27/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.79 |
| Intrinsic value: |
1.73 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.42 |
| Parity: |
1.73 |
| Time value: |
0.15 |
| Break-even: |
6.88 |
| Moneyness: |
1.35 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
5.03% |
| Delta: |
0.89 |
| Theta: |
0.00 |
| Omega: |
3.18 |
| Rho: |
0.01 |
Quote data
| Open: |
1.810 |
| High: |
1.820 |
| Low: |
1.680 |
| Previous Close: |
1.800 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
-23.48% |
| 3 Months |
|
|
-30.16% |
| YTD |
|
|
-30.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.830 |
1.650 |
| 1M High / 1M Low: |
2.300 |
1.590 |
| 6M High / 6M Low: |
3.110 |
1.540 |
| High (YTD): |
08/04/2024 |
3.110 |
| Low (YTD): |
31/05/2024 |
1.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.756 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.872 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.015 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.26% |
| Volatility 6M: |
|
111.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
