BNP Paribas Call 6.5 TUI1 20.09.2024
/ DE000PN8XCX8
BNP Paribas Call 6.5 TUI1 20.09.2.../ DE000PN8XCX8 /
| 12/07/2024 16:21:20 |
Chg.-0.030 |
Bid16:31:07 |
Ask16:31:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-4.62% |
0.630
Bid Size: 14,000 |
0.670
Ask Size: 14,000 |
TUI AG |
6.50 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
PN8XCX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
TUI AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.50 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
27/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.42 |
| Parity: |
0.23 |
| Time value: |
0.46 |
| Break-even: |
7.19 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.05 |
| Spread %: |
7.81% |
| Delta: |
0.62 |
| Theta: |
0.00 |
| Omega: |
6.05 |
| Rho: |
0.01 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.570 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.77% |
| 1 Month |
|
|
-43.12% |
| 3 Months |
|
|
-55.40% |
| YTD |
|
|
-59.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.570 |
| 1M High / 1M Low: |
1.090 |
0.540 |
| 6M High / 6M Low: |
1.890 |
0.540 |
| High (YTD): |
09/04/2024 |
1.890 |
| Low (YTD): |
02/07/2024 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.628 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.746 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.997 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.54% |
| Volatility 6M: |
|
167.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
