BNP Paribas Put 16 AAL 21.06.2024
/ DE000PN6TMJ8
BNP Paribas Put 16 AAL 21.06.2024/ DE000PN6TMJ8 /
| 2024-06-03 8:54:34 AM |
Chg.-0.11 |
Bid10:00:10 AM |
Ask10:00:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.08EUR |
-2.63% |
4.10
Bid Size: 1,625 |
-
Ask Size: - |
American Airlines Gr... |
16.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
PN6TMJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
American Airlines Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 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: |
-2.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.15 |
| Intrinsic value: |
4.15 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.35 |
| Parity: |
4.15 |
| Time value: |
0.02 |
| Break-even: |
10.57 |
| Moneyness: |
1.39 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.24% |
| Delta: |
-0.94 |
| Theta: |
-0.01 |
| Omega: |
-2.39 |
| Rho: |
-0.01 |
Quote data
| Open: |
4.08 |
| High: |
4.08 |
| Low: |
4.08 |
| Previous Close: |
4.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+109.23% |
| 1 Month |
|
|
+100.99% |
| 3 Months |
|
|
+209.09% |
| YTD |
|
|
+67.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.19 |
1.86 |
| 1M High / 1M Low: |
4.19 |
1.07 |
| 6M High / 6M Low: |
4.19 |
1.07 |
| High (YTD): |
2024-05-31 |
4.19 |
| Low (YTD): |
2024-05-15 |
1.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
341.69% |
| Volatility 6M: |
|
203.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
