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

EUWAX
08/07/2024  09:24:09 Chg.- Bid09:01:15 Ask09:01:15 Underlying Strike price Expiration date Option type
0.100EUR - 0.110
Bid Size: 12,500		 0.120
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: 38.65
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.26
Parity: -1.75
Time value: 0.11
Break-even: 61.10
Moneyness: 0.71
Premium: 0.44
Premium p.a.: 0.99
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.18
Theta: -0.01
Omega: 6.93
Rho: 0.03
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -58.33%
3 Months
  -54.55%
YTD
  -16.67%
1 Year
  -79.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.100
1M High / 1M Low: 0.230 0.100
6M High / 6M Low: 0.370 0.049
High (YTD): 15/05/2024 0.370
Low (YTD): 22/01/2024 0.049
52W High: 11/07/2023 0.490
52W Low: 01/11/2023 0.037
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.179
Avg. volume 1M:   0.000
Avg. price 6M:   0.168
Avg. volume 6M:   0.000
Avg. price 1Y:   0.174
Avg. volume 1Y:   0.000
Volatility 1M:   158.48%
Volatility 6M:   189.85%
Volatility 1Y:   175.82%
Volatility 3Y:   -