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

Frankfurt Zert./BNP
15/11/2024  21:50:23 Chg.-0.050 Bid21:52:01 Ask21:52:01 Underlying Strike price Expiration date Option type
0.570EUR -8.06% 0.560
Bid Size: 26,000		 0.590
Ask Size: 26,000		 Delta Air Lines Inc 60.00 USD 20/12/2024 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: 20/12/2024
Issue date: 23/06/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.62
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.46
Implied volatility: 0.48
Historic volatility: 0.30
Parity: 0.46
Time value: 0.18
Break-even: 63.38
Moneyness: 1.08
Premium: 0.03
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 1.59%
Delta: 0.73
Theta: -0.05
Omega: 7.04
Rho: 0.04
 

Quote data

Open: 0.600
High: 0.640
Low: 0.560
Previous Close: 0.620
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+58.33%
1 Month  
+171.43%
3 Months  
+6233.33%
YTD  
+470.00%
1 Year  
+955.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.510
1M High / 1M Low: 0.620 0.120
6M High / 6M Low: 0.620 0.006
High (YTD): 14/11/2024 0.620
Low (YTD): 14/08/2024 0.006
52W High: 14/11/2024 0.620
52W Low: 14/08/2024 0.006
Avg. price 1W:   0.570
Avg. volume 1W:   0.000
Avg. price 1M:   0.301
Avg. volume 1M:   0.000
Avg. price 6M:   0.123
Avg. volume 6M:   0.000
Avg. price 1Y:   0.120
Avg. volume 1Y:   0.000
Volatility 1M:   401.55%
Volatility 6M:   453.65%
Volatility 1Y:   359.36%
Volatility 3Y:   -