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

EUWAX
2024-07-09  9:26:44 AM Chg.+0.008 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.084EUR +10.53% -
Bid Size: -		 -
Ask Size: -		 Delta Air Lines Inc 60.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2023-06-23
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 45.53
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.26
Parity: -1.26
Time value: 0.09
Break-even: 56.34
Moneyness: 0.77
Premium: 0.32
Premium p.a.: 0.84
Spread abs.: 0.01
Spread %: 11.90%
Delta: 0.19
Theta: -0.01
Omega: 8.49
Rho: 0.03
 

Quote data

Open: 0.084
High: 0.084
Low: 0.084
Previous Close: 0.076
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -58.00%
3 Months
  -55.79%
YTD
  -16.00%
1 Year
  -81.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.076
1M High / 1M Low: 0.200 0.076
6M High / 6M Low: 0.320 0.040
High (YTD): 2024-05-16 0.320
Low (YTD): 2024-01-22 0.040
52W High: 2023-07-11 0.470
52W Low: 2023-11-01 0.033
Avg. price 1W:   0.090
Avg. volume 1W:   0.000
Avg. price 1M:   0.146
Avg. volume 1M:   0.000
Avg. price 6M:   0.143
Avg. volume 6M:   0.000
Avg. price 1Y:   0.153
Avg. volume 1Y:   0.000
Volatility 1M:   187.16%
Volatility 6M:   206.06%
Volatility 1Y:   183.44%
Volatility 3Y:   -