BNP Paribas Call 70 DAL 21.03.202.../  DE000PL0TNF9  /

EUWAX
11/15/2024  8:42:23 AM Chg.+0.010 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.400EUR +2.56% -
Bid Size: -
-
Ask Size: -
Delta Air Lines Inc 70.00 USD 3/21/2025 Call
 

Master data

WKN: PL0TNF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 3/21/2025
Issue date: 11/6/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.32
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.30
Parity: -0.49
Time value: 0.43
Break-even: 70.78
Moneyness: 0.93
Premium: 0.15
Premium p.a.: 0.50
Spread abs.: 0.01
Spread %: 2.38%
Delta: 0.44
Theta: -0.03
Omega: 6.32
Rho: 0.08
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+73.91%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.270
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.352
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -