BNP Paribas Call 60 DAL 20.06.2025
/ DE000PN7EFZ8
BNP Paribas Call 60 DAL 20.06.202.../ DE000PN7EFZ8 /
| 15/08/2024 08:37:24 |
Chg.-0.014 |
Bid21:43:49 |
Ask21:43:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.063EUR |
-18.18% |
0.078
Bid Size: 100,000 |
0.091
Ask Size: 100,000 |
Delta Air Lines Inc |
60.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
PN7EFZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
17/08/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
38.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
-1.94 |
| Time value: |
0.09 |
| Break-even: |
55.40 |
| Moneyness: |
0.64 |
| Premium: |
0.58 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.03 |
| Spread %: |
46.77% |
| Delta: |
0.16 |
| Theta: |
-0.01 |
| Omega: |
6.26 |
| Rho: |
0.04 |
Quote data
| Open: |
0.063 |
| High: |
0.063 |
| Low: |
0.063 |
| Previous Close: |
0.077 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.78% |
| 1 Month |
|
|
-51.54% |
| 3 Months |
|
|
-88.75% |
| YTD |
|
|
-68.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.084 |
0.059 |
| 1M High / 1M Low: |
0.180 |
0.059 |
| 6M High / 6M Low: |
0.560 |
0.059 |
| High (YTD): |
15/05/2024 |
0.560 |
| Low (YTD): |
08/08/2024 |
0.059 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.117 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.287 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
290.57% |
| Volatility 6M: |
|
175.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
