BNP Paribas Call 5 TUI1 20.09.2024
/ DE000PN8XC31
BNP Paribas Call 5 TUI1 20.09.202.../ DE000PN8XC31 /
| 9/13/2024 9:20:41 PM |
Chg.+0.060 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+7.50% |
0.870
Bid Size: 3,449 |
1.040
Ask Size: 2,885 |
TUI AG |
5.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
PN8XC3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
TUI AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
9/27/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
1.36 |
| Historic volatility: |
0.42 |
| Parity: |
0.85 |
| Time value: |
0.12 |
| Break-even: |
5.97 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
1.78 |
| Spread abs.: |
0.17 |
| Spread %: |
21.25% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
4.98 |
| Rho: |
0.00 |
Quote data
| Open: |
0.810 |
| High: |
0.890 |
| Low: |
0.810 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.67% |
| 1 Month |
|
|
+2.38% |
| 3 Months |
|
|
-60.55% |
| YTD |
|
|
-66.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.750 |
| 1M High / 1M Low: |
1.170 |
0.740 |
| 6M High / 6M Low: |
3.110 |
0.590 |
| High (YTD): |
4/8/2024 |
3.110 |
| Low (YTD): |
8/12/2024 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.776 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.869 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.701 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.07% |
| Volatility 6M: |
|
141.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
