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

EUWAX
2024-06-28  8:44:11 AM Chg.+0.020 Bid4:59:36 PM Ask4:59:36 PM Underlying Strike price Expiration date Option type
0.420EUR +5.00% 0.400
Bid Size: 100,000		 0.410
Ask Size: 100,000		 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: 10.32
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.26
Parity: -0.46
Time value: 0.44
Break-even: 54.40
Moneyness: 0.91
Premium: 0.20
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 2.33%
Delta: 0.47
Theta: -0.02
Omega: 4.82
Rho: 0.08
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.00%
1 Month
  -33.33%
3 Months
  -6.67%
YTD  
+61.54%
1 Year
  -41.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.400
1M High / 1M Low: 0.630 0.400
6M High / 6M Low: 0.760 0.130
High (YTD): 2024-05-15 0.760
Low (YTD): 2024-01-22 0.130
52W High: 2023-07-05 0.840
52W Low: 2023-11-01 0.090
Avg. price 1W:   0.452
Avg. volume 1W:   0.000
Avg. price 1M:   0.510
Avg. volume 1M:   0.000
Avg. price 6M:   0.388
Avg. volume 6M:   0.000
Avg. price 1Y:   0.382
Avg. volume 1Y:   0.000
Volatility 1M:   152.27%
Volatility 6M:   162.07%
Volatility 1Y:   150.41%
Volatility 3Y:   -