BNP Paribas Call 5 TUI1 20.09.2024
/ DE000PN8XC31
BNP Paribas Call 5 TUI1 20.09.202.../ DE000PN8XC31 /
| 09/08/2024 10:21:06 |
Chg.+0.050 |
Bid10:51:05 |
Ask10:51:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+7.94% |
0.700
Bid Size: 14,000 |
0.780
Ask Size: 14,000 |
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: |
7.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.42 |
| Parity: |
0.31 |
| Time value: |
0.37 |
| Break-even: |
5.68 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.05 |
| Spread %: |
7.94% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
5.09 |
| Rho: |
0.00 |
Quote data
| Open: |
0.620 |
| High: |
0.680 |
| Low: |
0.620 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.86% |
| 1 Month |
|
|
-60.47% |
| 3 Months |
|
|
-63.83% |
| YTD |
|
|
-73.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.620 |
| 1M High / 1M Low: |
2.200 |
0.620 |
| 6M High / 6M Low: |
3.110 |
0.620 |
| High (YTD): |
08/04/2024 |
3.110 |
| Low (YTD): |
07/08/2024 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.660 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.327 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.917 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.39% |
| Volatility 6M: |
|
126.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
