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BNP Paribas Put 14 AAL 21.06.2024/  DE000PN6TMG4  /

Frankfurt Zert./BNP
2024-05-17  9:50:23 PM Chg.0.000 Bid9:59:11 PM Ask9:59:11 PM Underlying Strike price Expiration date Option type
0.320EUR 0.00% 0.320
Bid Size: 11,000		 0.330
Ask Size: 11,000		 American Airlines Gr... 14.00 USD 2024-06-21 Put
 

Master data

WKN: PN6TMG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: American Airlines Group Inc
Type: Warrant
Option type: Put
Strike price: 14.00 USD
Maturity: 2024-06-21
Issue date: 2023-08-04
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -41.07
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.33
Parity: -0.67
Time value: 0.33
Break-even: 12.55
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 1.15
Spread abs.: 0.01
Spread %: 3.13%
Delta: -0.30
Theta: -0.01
Omega: -12.42
Rho: 0.00
 

Quote data

Open: 0.310
High: 0.320
Low: 0.280
Previous Close: 0.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -28.89%
1 Month
  -63.22%
3 Months
  -65.22%
YTD
  -75.19%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.260
1M High / 1M Low: 0.920 0.260
6M High / 6M Low: 2.190 0.260
High (YTD): 2024-01-03 1.770
Low (YTD): 2024-05-14 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.298
Avg. volume 1W:   0.000
Avg. price 1M:   0.584
Avg. volume 1M:   0.000
Avg. price 6M:   1.065
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   267.24%
Volatility 6M:   218.97%
Volatility 1Y:   -
Volatility 3Y:   -