BNP Paribas Put 20 AAL 15.01.2027
/ DE000PL1GXN7
BNP Paribas Put 20 AAL 15.01.2027/ DE000PL1GXN7 /
| 2024-12-20 9:55:14 PM |
Chg.-0.150 |
Bid9:59:30 PM |
Ask9:59:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.350EUR |
-2.73% |
5.380
Bid Size: 9,000 |
5.420
Ask Size: 9,000 |
American Airlines Gr... |
20.00 USD |
2027-01-15 |
Put |
Master data
| WKN: |
PL1GXN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American Airlines Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 USD |
| Maturity: |
2027-01-15 |
| Issue date: |
2024-11-15 |
| Last trading day: |
2027-01-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.05 |
| Intrinsic value: |
2.99 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.42 |
| Parity: |
2.99 |
| Time value: |
2.43 |
| Break-even: |
13.76 |
| Moneyness: |
1.18 |
| Premium: |
0.15 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
0.74% |
| Delta: |
-0.44 |
| Theta: |
0.00 |
| Omega: |
-1.31 |
| Rho: |
-0.26 |
Quote data
| Open: |
5.530 |
| High: |
5.650 |
| Low: |
5.260 |
| Previous Close: |
5.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.88% |
| 1 Month |
|
|
-17.18% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.500 |
5.310 |
| 1M High / 1M Low: |
6.460 |
4.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.404 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.633 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
