BNP Paribas Put 14 AAL 21.06.2024
/ DE000PN6TMG4
BNP Paribas Put 14 AAL 21.06.2024/ DE000PN6TMG4 /
| 2024-05-27 8:54:35 AM |
Chg.-0.050 |
Bid9:30:49 AM |
Ask9:30:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-8.77% |
0.510
Bid Size: 5,883 |
0.620
Ask Size: 4,839 |
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: |
-21.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.33 |
| Parity: |
0.15 |
| Time value: |
0.44 |
| Break-even: |
12.32 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.01 |
| Spread %: |
1.72% |
| Delta: |
-0.51 |
| Theta: |
-0.01 |
| Omega: |
-11.10 |
| Rho: |
0.00 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+73.33% |
| 1 Month |
|
|
-17.46% |
| 3 Months |
|
|
-20.00% |
| YTD |
|
|
-60.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.300 |
| 1M High / 1M Low: |
0.870 |
0.250 |
| 6M High / 6M Low: |
2.230 |
0.250 |
| High (YTD): |
2024-01-17 |
1.750 |
| Low (YTD): |
2024-05-15 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.426 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.489 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.995 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
304.39% |
| Volatility 6M: |
|
226.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
