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BNP Paribas Call 35 DAL 20.12.202.../  DE000PE9AGD8  /

Frankfurt Zert./BNP
2024-08-02  9:50:44 PM Chg.-0.110 Bid9:55:16 PM Ask9:55:16 PM Underlying Strike price Expiration date Option type
0.640EUR -14.67% 0.650
Bid Size: 42,000		 0.660
Ask Size: 42,000		 Delta Air Lines Inc 35.00 - 2024-12-20 Call
 

Master data

WKN: PE9AGD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.93
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.35
Implied volatility: 0.63
Historic volatility: 0.27
Parity: 0.35
Time value: 0.43
Break-even: 42.80
Moneyness: 1.10
Premium: 0.11
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 1.30%
Delta: 0.68
Theta: -0.02
Omega: 3.37
Rho: 0.07
 

Quote data

Open: 0.730
High: 0.740
Low: 0.640
Previous Close: 0.750
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -47.11%
3 Months
  -60.74%
YTD
  -27.27%
1 Year
  -51.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.750
1M High / 1M Low: 1.250 0.750
6M High / 6M Low: 1.820 0.750
High (YTD): 2024-05-13 1.820
Low (YTD): 2024-01-22 0.610
52W High: 2024-05-13 1.820
52W Low: 2023-11-01 0.390
Avg. price 1W:   0.878
Avg. volume 1W:   0.000
Avg. price 1M:   1.026
Avg. volume 1M:   0.000
Avg. price 6M:   1.251
Avg. volume 6M:   0.000
Avg. price 1Y:   1.036
Avg. volume 1Y:   0.000
Volatility 1M:   158.18%
Volatility 6M:   93.07%
Volatility 1Y:   95.94%
Volatility 3Y:   -