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

Frankfurt Zert./BNP
8/2/2024  9:50:27 PM Chg.-0.005 Bid8/2/2024 Ask8/2/2024 Underlying Strike price Expiration date Option type
0.017EUR -22.73% 0.017
Bid Size: 50,000		 0.091
Ask Size: 50,000		 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: 40.11
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.27
Parity: -1.85
Time value: 0.09
Break-even: 55.90
Moneyness: 0.66
Premium: 0.53
Premium p.a.: 2.06
Spread abs.: 0.07
Spread %: 435.29%
Delta: 0.16
Theta: -0.01
Omega: 6.45
Rho: 0.02
 

Quote data

Open: 0.019
High: 0.021
Low: 0.016
Previous Close: 0.022
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -52.78%
1 Month
  -81.11%
3 Months
  -93.70%
YTD
  -83.00%
1 Year
  -94.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.029 0.017
1M High / 1M Low: 0.100 0.017
6M High / 6M Low: 0.330 0.017
High (YTD): 5/13/2024 0.330
Low (YTD): 8/2/2024 0.017
52W High: 8/8/2023 0.370
52W Low: 8/2/2024 0.017
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.049
Avg. volume 1M:   0.000
Avg. price 6M:   0.140
Avg. volume 6M:   0.000
Avg. price 1Y:   0.127
Avg. volume 1Y:   0.000
Volatility 1M:   483.19%
Volatility 6M:   279.17%
Volatility 1Y:   238.53%
Volatility 3Y:   -