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BNP Paribas Call 60 DAL 20.12.202.../  DE000PN47V63  /

Frankfurt Zert./BNP
10/11/2024  7:50:22 PM Chg.+0.006 Bid8:06:35 PM Ask8:06:35 PM Underlying Strike price Expiration date Option type
0.056EUR +12.00% 0.056
Bid Size: 100,000		 0.091
Ask Size: 100,000		 Delta Air Lines Inc 60.00 USD 12/20/2024 Call
 

Master data

WKN: PN47V6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 12/20/2024
Issue date: 6/23/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 50.54
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.28
Parity: -0.89
Time value: 0.09
Break-even: 55.79
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 1.74
Spread abs.: 0.04
Spread %: 71.70%
Delta: 0.21
Theta: -0.02
Omega: 10.40
Rho: 0.02
 

Quote data

Open: 0.051
High: 0.061
Low: 0.046
Previous Close: 0.050
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.68%
1 Month  
+100.00%
3 Months  
+30.23%
YTD
  -44.00%
1 Year
  -24.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.085 0.050
1M High / 1M Low: 0.110 0.025
6M High / 6M Low: 0.330 0.006
High (YTD): 5/13/2024 0.330
Low (YTD): 8/14/2024 0.006
52W High: 5/13/2024 0.330
52W Low: 8/14/2024 0.006
Avg. price 1W:   0.068
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.114
Avg. volume 6M:   0.000
Avg. price 1Y:   0.096
Avg. volume 1Y:   0.000
Volatility 1M:   582.53%
Volatility 6M:   392.44%
Volatility 1Y:   320.96%
Volatility 3Y:   -