BNP Paribas Call 40 DAL 20.12.2024
/ DE000PE9AGF3
BNP Paribas Call 40 DAL 20.12.202.../ DE000PE9AGF3 /
| 15/11/2024 08:44:59 |
Chg.-0.01 |
Bid16:48:35 |
Ask16:48:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.34EUR |
-0.43% |
2.32
Bid Size: 38,000 |
-
Ask Size: - |
Delta Air Lines Inc |
40.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
PE9AGF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
16/02/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
2.16 |
| Implied volatility: |
1.41 |
| Historic volatility: |
0.30 |
| Parity: |
2.16 |
| Time value: |
0.19 |
| Break-even: |
63.50 |
| Moneyness: |
1.54 |
| Premium: |
0.03 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
-0.04 |
| Spread %: |
-1.67% |
| Delta: |
0.89 |
| Theta: |
-0.08 |
| Omega: |
2.33 |
| Rho: |
0.03 |
Quote data
| Open: |
2.34 |
| High: |
2.34 |
| Low: |
2.34 |
| Previous Close: |
2.35 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.24% |
| 1 Month |
|
|
+81.40% |
| 3 Months |
|
|
+706.90% |
| YTD |
|
|
+283.61% |
| 1 Year |
|
|
+485.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.35 |
1.93 |
| 1M High / 1M Low: |
2.35 |
1.21 |
| 6M High / 6M Low: |
2.35 |
0.26 |
| High (YTD): |
14/11/2024 |
2.35 |
| Low (YTD): |
08/08/2024 |
0.26 |
| 52W High: |
14/11/2024 |
2.35 |
| 52W Low: |
08/08/2024 |
0.26 |
| Avg. price 1W: |
|
2.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.83 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
139.04% |
| Volatility 6M: |
|
170.89% |
| Volatility 1Y: |
|
145.83% |
| Volatility 3Y: |
|
- |
