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BNP Paribas Call 55 DAL 17.01.202.../  DE000PE9AGS6  /

Frankfurt Zert./BNP
2024-11-13  9:21:14 AM Chg.-0.010 Bid9:33:43 AM Ask9:33:43 AM Underlying Strike price Expiration date Option type
0.990EUR -1.00% 1.020
Bid Size: 11,500		 1.030
Ask Size: 11,500		 Delta Air Lines Inc 55.00 - 2025-01-17 Call
 

Master data

WKN: PE9AGS
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.08
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.46
Implied volatility: 0.73
Historic volatility: 0.30
Parity: 0.46
Time value: 0.52
Break-even: 64.80
Moneyness: 1.08
Premium: 0.09
Premium p.a.: 0.59
Spread abs.: 0.01
Spread %: 1.03%
Delta: 0.67
Theta: -0.05
Omega: 4.06
Rho: 0.05
 

Quote data

Open: 1.010
High: 1.010
Low: 0.990
Previous Close: 1.000
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month  
+312.50%
3 Months  
+2202.33%
YTD  
+450.00%
1 Year  
+1064.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.740
1M High / 1M Low: 1.000 0.310
6M High / 6M Low: 1.000 0.032
High (YTD): 2024-11-12 1.000
Low (YTD): 2024-08-14 0.032
52W High: 2024-11-12 1.000
52W Low: 2024-08-14 0.032
Avg. price 1W:   0.870
Avg. volume 1W:   0.000
Avg. price 1M:   0.558
Avg. volume 1M:   0.000
Avg. price 6M:   0.265
Avg. volume 6M:   0.000
Avg. price 1Y:   0.238
Avg. volume 1Y:   0.000
Volatility 1M:   315.29%
Volatility 6M:   301.44%
Volatility 1Y:   246.77%
Volatility 3Y:   -