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

Frankfurt Zert./BNP
8/2/2024  9:50:33 PM Chg.-0.050 Bid9:54:29 PM Ask9:54:29 PM Underlying Strike price Expiration date Option type
0.180EUR -21.74% 0.190
Bid Size: 50,000		 0.200
Ask Size: 50,000		 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: 15.39
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.27
Parity: -0.65
Time value: 0.25
Break-even: 47.50
Moneyness: 0.85
Premium: 0.23
Premium p.a.: 0.73
Spread abs.: 0.01
Spread %: 4.17%
Delta: 0.37
Theta: -0.02
Omega: 5.70
Rho: 0.05
 

Quote data

Open: 0.220
High: 0.220
Low: 0.180
Previous Close: 0.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -47.06%
1 Month
  -66.67%
3 Months
  -80.22%
YTD
  -55.00%
1 Year
  -77.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.230
1M High / 1M Low: 0.560 0.230
6M High / 6M Low: 1.060 0.230
High (YTD): 5/13/2024 1.060
Low (YTD): 8/1/2024 0.230
52W High: 5/13/2024 1.060
52W Low: 11/1/2023 0.150
Avg. price 1W:   0.294
Avg. volume 1W:   0.000
Avg. price 1M:   0.397
Avg. volume 1M:   0.000
Avg. price 6M:   0.614
Avg. volume 6M:   0.000
Avg. price 1Y:   0.508
Avg. volume 1Y:   0.000
Volatility 1M:   283.90%
Volatility 6M:   152.10%
Volatility 1Y:   142.94%
Volatility 3Y:   -