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

EUWAX
09/07/2024  08:44:59 Chg.+0.010 Bid20:37:23 Ask20:37:23 Underlying Strike price Expiration date Option type
0.200EUR +5.26% 0.220
Bid Size: 100,000		 0.230
Ask Size: 100,000		 Delta Air Lines Inc 55.00 - 17/01/2025 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: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.38
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.26
Parity: -1.22
Time value: 0.21
Break-even: 57.10
Moneyness: 0.78
Premium: 0.33
Premium p.a.: 0.73
Spread abs.: 0.01
Spread %: 5.00%
Delta: 0.29
Theta: -0.01
Omega: 5.84
Rho: 0.05
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -48.72%
3 Months
  -41.18%
YTD  
+11.11%
1 Year
  -68.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.190
1M High / 1M Low: 0.380 0.190
6M High / 6M Low: 0.560 0.084
High (YTD): 15/05/2024 0.560
Low (YTD): 22/01/2024 0.084
52W High: 11/07/2023 0.650
52W Low: 01/11/2023 0.061
Avg. price 1W:   0.212
Avg. volume 1W:   0.000
Avg. price 1M:   0.301
Avg. volume 1M:   0.000
Avg. price 6M:   0.273
Avg. volume 6M:   0.000
Avg. price 1Y:   0.265
Avg. volume 1Y:   0.000
Volatility 1M:   136.51%
Volatility 6M:   171.67%
Volatility 1Y:   161.60%
Volatility 3Y:   -