OverviewChartNewsTraderScreen

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

EUWAX
15/08/2024  08:45:45 Chg.-0.021 Bid16:24:37 Ask16:24:37 Underlying Strike price Expiration date Option type
0.048EUR -30.43% 0.057
Bid Size: 100,000		 0.091
Ask Size: 100,000		 Delta Air Lines Inc 50.00 - 20/12/2024 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: 20/12/2024
Issue date: 16/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.61
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.27
Parity: -1.49
Time value: 0.09
Break-even: 50.91
Moneyness: 0.70
Premium: 0.45
Premium p.a.: 1.90
Spread abs.: 0.04
Spread %: 89.58%
Delta: 0.18
Theta: -0.01
Omega: 6.80
Rho: 0.02
 

Quote data

Open: 0.048
High: 0.048
Low: 0.048
Previous Close: 0.069
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.13%
1 Month
  -68.00%
3 Months
  -93.68%
YTD
  -81.54%
1 Year
  -90.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.047
1M High / 1M Low: 0.220 0.047
6M High / 6M Low: 0.760 0.047
High (YTD): 15/05/2024 0.760
Low (YTD): 08/08/2024 0.047
52W High: 15/05/2024 0.760
52W Low: 08/08/2024 0.047
Avg. price 1W:   0.065
Avg. volume 1W:   0.000
Avg. price 1M:   0.129
Avg. volume 1M:   0.000
Avg. price 6M:   0.384
Avg. volume 6M:   0.000
Avg. price 1Y:   0.314
Avg. volume 1Y:   0.000
Volatility 1M:   437.75%
Volatility 6M:   227.65%
Volatility 1Y:   199.29%
Volatility 3Y:   -