BNP Paribas Call 40 DAL 20.06.2025
/ DE000PN7EFW5
BNP Paribas Call 40 DAL 20.06.202.../ DE000PN7EFW5 /
| 7/9/2024 8:36:32 AM |
Chg.+0.04 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
+4.12% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
40.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
PN7EFW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
8/17/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.26 |
| Parity: |
0.59 |
| Time value: |
0.42 |
| Break-even: |
47.03 |
| Moneyness: |
1.16 |
| Premium: |
0.10 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.00% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
3.17 |
| Rho: |
0.21 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
0.97 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.81% |
| 1 Month |
|
|
-24.06% |
| 3 Months |
|
|
-12.93% |
| YTD |
|
|
+32.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.970 |
| 1M High / 1M Low: |
1.340 |
0.970 |
| 6M High / 6M Low: |
1.580 |
0.530 |
| High (YTD): |
5/15/2024 |
1.580 |
| Low (YTD): |
1/22/2024 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.034 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.200 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.048 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.58% |
| Volatility 6M: |
|
85.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
