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BNP Paribas Call 50 DAL 20.12.202.../  DE000PE9AGH9  /

EUWAX
2024-07-08  8:43:56 AM Chg.-0.050 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.290EUR -14.71% -
Bid Size: -		 -
Ask Size: -		 Delta Air Lines Inc 50.00 - 2024-12-20 Call
 

Master data

WKN: PE9AGH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.17
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.26
Parity: -0.75
Time value: 0.30
Break-even: 53.00
Moneyness: 0.85
Premium: 0.25
Premium p.a.: 0.63
Spread abs.: 0.01
Spread %: 3.45%
Delta: 0.38
Theta: -0.02
Omega: 5.39
Rho: 0.06
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.38%
1 Month
  -47.27%
3 Months
  -38.30%
YTD  
+11.54%
1 Year
  -64.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.290
1M High / 1M Low: 0.550 0.290
6M High / 6M Low: 0.760 0.130
High (YTD): 2024-05-15 0.760
Low (YTD): 2024-01-22 0.130
52W High: 2023-07-11 0.820
52W Low: 2023-11-01 0.090
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.439
Avg. volume 1M:   0.000
Avg. price 6M:   0.393
Avg. volume 6M:   0.000
Avg. price 1Y:   0.369
Avg. volume 1Y:   0.000
Volatility 1M:   130.56%
Volatility 6M:   160.04%
Volatility 1Y:   151.81%
Volatility 3Y:   -