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BNP Paribas Call 45 DAL 20.12.202.../  DE000PE9AGG1  /

Frankfurt Zert./BNP
11/12/2024  9:50:34 PM Chg.+0.050 Bid9:56:56 PM Ask- Underlying Strike price Expiration date Option type
1.810EUR +2.84% 1.830
Bid Size: 20,000		 -
Ask Size: -		 Delta Air Lines Inc 45.00 - 12/20/2024 Call
 

Master data

WKN: PE9AGG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 12/20/2024
Issue date: 2/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.39
Leverage: Yes

Calculated values

Fair value: 1.48
Intrinsic value: 1.46
Implied volatility: 1.24
Historic volatility: 0.30
Parity: 1.46
Time value: 0.30
Break-even: 62.60
Moneyness: 1.32
Premium: 0.05
Premium p.a.: 0.60
Spread abs.: -0.02
Spread %: -1.12%
Delta: 0.82
Theta: -0.08
Omega: 2.77
Rho: 0.03
 

Quote data

Open: 1.770
High: 1.820
Low: 1.710
Previous Close: 1.760
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+42.52%
1 Month  
+154.93%
3 Months  
+1106.67%
YTD  
+352.50%
1 Year  
+722.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.760 1.270
1M High / 1M Low: 1.760 0.820
6M High / 6M Low: 1.760 0.120
High (YTD): 11/11/2024 1.760
Low (YTD): 8/7/2024 0.120
52W High: 11/11/2024 1.760
52W Low: 8/7/2024 0.120
Avg. price 1W:   1.538
Avg. volume 1W:   0.000
Avg. price 1M:   1.174
Avg. volume 1M:   0.000
Avg. price 6M:   0.619
Avg. volume 6M:   0.000
Avg. price 1Y:   0.546
Avg. volume 1Y:   0.000
Volatility 1M:   205.09%
Volatility 6M:   222.61%
Volatility 1Y:   182.75%
Volatility 3Y:   -