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

EUWAX
11/14/2024  9:21:38 AM Chg.+0.050 Bid9:30:20 PM Ask9:30:20 PM Underlying Strike price Expiration date Option type
0.700EUR +7.69% 0.750
Bid Size: 52,000		 0.760
Ask Size: 52,000		 Delta Air Lines Inc 60.00 - 1/17/2025 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: 1/17/2025
Issue date: 6/23/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.59
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.10
Implied volatility: 0.64
Historic volatility: 0.30
Parity: 0.10
Time value: 0.61
Break-even: 67.10
Moneyness: 1.02
Premium: 0.10
Premium p.a.: 0.72
Spread abs.: 0.01
Spread %: 1.43%
Delta: 0.59
Theta: -0.05
Omega: 5.03
Rho: 0.05
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.650
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.27%
1 Month  
+536.36%
3 Months  
+3400.00%
YTD  
+483.33%
1 Year  
+1086.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.440
1M High / 1M Low: 0.650 0.110
6M High / 6M Low: 0.650 0.013
High (YTD): 11/13/2024 0.650
Low (YTD): 8/15/2024 0.013
52W High: 11/13/2024 0.650
52W Low: 8/15/2024 0.013
Avg. price 1W:   0.548
Avg. volume 1W:   0.000
Avg. price 1M:   0.318
Avg. volume 1M:   0.000
Avg. price 6M:   0.152
Avg. volume 6M:   0.000
Avg. price 1Y:   0.141
Avg. volume 1Y:   0.000
Volatility 1M:   413.63%
Volatility 6M:   394.75%
Volatility 1Y:   311.11%
Volatility 3Y:   -