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

EUWAX
8/2/2024  8:41:32 AM Chg.-0.110 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.430EUR -20.37% -
Bid Size: -		 -
Ask Size: -		 Delta Air Lines Inc 40.00 - 12/20/2024 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: 12/20/2024
Issue date: 2/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.61
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.27
Parity: -0.35
Time value: 0.38
Break-even: 43.80
Moneyness: 0.91
Premium: 0.20
Premium p.a.: 0.61
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.48
Theta: -0.02
Omega: 4.58
Rho: 0.05
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.540
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.56%
1 Month
  -48.81%
3 Months
  -65.60%
YTD
  -29.51%
1 Year
  -57.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.430
1M High / 1M Low: 0.880 0.430
6M High / 6M Low: 1.420 0.430
High (YTD): 5/15/2024 1.420
Low (YTD): 1/22/2024 0.390
52W High: 5/15/2024 1.420
52W Low: 11/1/2023 0.250
Avg. price 1W:   0.536
Avg. volume 1W:   0.000
Avg. price 1M:   0.668
Avg. volume 1M:   0.000
Avg. price 6M:   0.900
Avg. volume 6M:   0.000
Avg. price 1Y:   0.741
Avg. volume 1Y:   0.000
Volatility 1M:   195.48%
Volatility 6M:   117.68%
Volatility 1Y:   119.16%
Volatility 3Y:   -