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BNP Paribas Call 16.5 AAL 21.06.2.../  DE000PN7BX17  /

Frankfurt Zert./BNP
2024-05-27  9:50:40 AM Chg.+0.003 Bid2024-05-27 Ask2024-05-27 Underlying Strike price Expiration date Option type
0.043EUR +7.50% 0.043
Bid Size: 25,000		 0.150
Ask Size: 25,000		 American Airlines Gr... 16.50 USD 2024-06-21 Call
 

Master data

WKN: PN7BX1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: American Airlines Group Inc
Type: Warrant
Option type: Call
Strike price: 16.50 USD
Maturity: 2024-06-21
Issue date: 2023-08-16
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 245.38
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.33
Parity: -2.45
Time value: 0.05
Break-even: 15.26
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 12.69
Spread abs.: 0.01
Spread %: 23.81%
Delta: 0.08
Theta: 0.00
Omega: 19.57
Rho: 0.00
 

Quote data

Open: 0.040
High: 0.043
Low: 0.040
Previous Close: 0.040
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -60.91%
1 Month
  -69.29%
3 Months
  -95.66%
YTD
  -93.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.040
1M High / 1M Low: 0.290 0.040
6M High / 6M Low: 1.140 0.040
High (YTD): 2024-01-25 1.140
Low (YTD): 2024-05-24 0.040
52W High: - -
52W Low: - -
Avg. price 1W:   0.060
Avg. volume 1W:   0.000
Avg. price 1M:   0.135
Avg. volume 1M:   0.000
Avg. price 6M:   0.537
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   675.37%
Volatility 6M:   393.15%
Volatility 1Y:   -
Volatility 3Y:   -