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

EUWAX
7/16/2024  8:45:28 AM Chg.-0.020 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.130EUR -13.33% -
Bid Size: -		 -
Ask Size: -		 Delta Air Lines Inc 50.00 - 12/20/2024 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: 12/20/2024
Issue date: 2/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.18
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.26
Parity: -1.05
Time value: 0.14
Break-even: 51.40
Moneyness: 0.79
Premium: 0.30
Premium p.a.: 0.85
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.25
Theta: -0.01
Omega: 7.02
Rho: 0.04
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -58.06%
1 Month
  -74.51%
3 Months
  -66.67%
YTD
  -50.00%
1 Year
  -80.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.150
1M High / 1M Low: 0.510 0.150
6M High / 6M Low: 0.760 0.130
High (YTD): 5/15/2024 0.760
Low (YTD): 1/22/2024 0.130
52W High: 7/21/2023 0.800
52W Low: 11/1/2023 0.090
Avg. price 1W:   0.266
Avg. volume 1W:   0.000
Avg. price 1M:   0.377
Avg. volume 1M:   0.000
Avg. price 6M:   0.393
Avg. volume 6M:   0.000
Avg. price 1Y:   0.359
Avg. volume 1Y:   0.000
Volatility 1M:   190.98%
Volatility 6M:   161.09%
Volatility 1Y:   157.78%
Volatility 3Y:   -