BNP Paribas Call 35 DAL 20.12.2024
/ DE000PE9AGD8
BNP Paribas Call 35 DAL 20.12.202.../ DE000PE9AGD8 /
9/6/2024 9:50:34 PM |
Chg.-0.010 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.770EUR |
-1.28% |
0.760 Bid Size: 37,000 |
0.770 Ask Size: 37,000 |
Delta Air Lines Inc |
35.00 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
2/16/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.29 |
Implied volatility: |
0.77 |
Historic volatility: |
0.27 |
Parity: |
0.29 |
Time value: |
0.48 |
Break-even: |
42.70 |
Moneyness: |
1.08 |
Premium: |
0.13 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.01 |
Spread %: |
1.32% |
Delta: |
0.66 |
Theta: |
-0.03 |
Omega: |
3.27 |
Rho: |
0.05 |
Quote data
Open: |
0.760 |
High: |
0.820 |
Low: |
0.730 |
Previous Close: |
0.780 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-3.75% |
1 Month |
|
|
+24.19% |
3 Months |
|
|
-50.64% |
YTD |
|
|
-12.50% |
1 Year |
|
|
-25.96% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.800 |
0.770 |
1M High / 1M Low: |
0.800 |
0.540 |
6M High / 6M Low: |
1.820 |
0.500 |
High (YTD): |
5/13/2024 |
1.820 |
Low (YTD): |
8/7/2024 |
0.500 |
52W High: |
5/13/2024 |
1.820 |
52W Low: |
11/1/2023 |
0.390 |
Avg. price 1W: |
|
0.784 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.685 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.209 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.980 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
118.56% |
Volatility 6M: |
|
113.36% |
Volatility 1Y: |
|
107.03% |
Volatility 3Y: |
|
- |