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BNP Paribas Call 60 DAL 17.01.202.../  DE000PN47V71  /

EUWAX
01/08/2024  09:23:06 Chg.- Bid08:06:50 Ask08:06:50 Underlying Strike price Expiration date Option type
0.042EUR - 0.031
Bid Size: 12,500		 0.091
Ask Size: 12,500		 Delta Air Lines Inc 60.00 - 17/01/2025 Call
 

Master data

WKN: PN47V7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 17/01/2025
Issue date: 23/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 43.68
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.27
Parity: -2.03
Time value: 0.09
Break-even: 60.91
Moneyness: 0.66
Premium: 0.53
Premium p.a.: 1.51
Spread abs.: 0.05
Spread %: 121.95%
Delta: 0.15
Theta: -0.01
Omega: 6.67
Rho: 0.02
 

Quote data

Open: 0.042
High: 0.042
Low: 0.042
Previous Close: 0.046
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.00%
1 Month
  -65.00%
3 Months
  -83.85%
YTD
  -65.00%
1 Year
  -88.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.053 0.042
1M High / 1M Low: 0.130 0.039
6M High / 6M Low: 0.370 0.039
High (YTD): 15/05/2024 0.370
Low (YTD): 16/07/2024 0.039
52W High: 08/08/2023 0.380
52W Low: 01/11/2023 0.037
Avg. price 1W:   0.047
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   0.166
Avg. volume 6M:   0.000
Avg. price 1Y:   0.149
Avg. volume 1Y:   0.000
Volatility 1M:   356.99%
Volatility 6M:   214.99%
Volatility 1Y:   199.30%
Volatility 3Y:   -