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BNP Paribas Call 40 DAL 20.12.202.../  DE000PE9AGF3  /

EUWAX
09/07/2024  08:44:57 Chg.+0.030 Bid18:52:47 Ask18:52:47 Underlying Strike price Expiration date Option type
0.820EUR +3.80% 0.870
Bid Size: 66,000		 0.880
Ask Size: 66,000		 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: 5.22
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.28
Implied volatility: 0.58
Historic volatility: 0.26
Parity: 0.28
Time value: 0.54
Break-even: 48.20
Moneyness: 1.07
Premium: 0.13
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 1.23%
Delta: 0.66
Theta: -0.02
Omega: 3.44
Rho: 0.09
 

Quote data

Open: 0.820
High: 0.820
Low: 0.820
Previous Close: 0.790
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.53%
1 Month
  -29.31%
3 Months
  -17.17%
YTD  
+34.43%
1 Year
  -37.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.790
1M High / 1M Low: 1.170 0.790
6M High / 6M Low: 1.420 0.390
High (YTD): 15/05/2024 1.420
Low (YTD): 22/01/2024 0.390
52W High: 15/05/2024 1.420
52W Low: 01/11/2023 0.250
Avg. price 1W:   0.846
Avg. volume 1W:   0.000
Avg. price 1M:   1.019
Avg. volume 1M:   0.000
Avg. price 6M:   0.881
Avg. volume 6M:   0.000
Avg. price 1Y:   0.782
Avg. volume 1Y:   0.000
Volatility 1M:   82.74%
Volatility 6M:   110.21%
Volatility 1Y:   107.56%
Volatility 3Y:   -