BNP Paribas Call 35 DAL 20.12.2024
/ DE000PE9AGD8
BNP Paribas Call 35 DAL 20.12.202.../ DE000PE9AGD8 /
| 2024-09-26 8:43:01 AM |
Chg.+0.12 |
Bid2024-09-26 |
Ask2024-09-26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.30EUR |
+10.17% |
1.30
Bid Size: 14,000 |
-
Ask Size: - |
Delta Air Lines Inc |
35.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PE9AGD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.27 |
| Parity: |
0.88 |
| Time value: |
0.40 |
| Break-even: |
47.80 |
| Moneyness: |
1.25 |
| Premium: |
0.09 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.77 |
| Theta: |
-0.04 |
| Omega: |
2.62 |
| Rho: |
0.05 |
Quote data
| Open: |
1.30 |
| High: |
1.30 |
| Low: |
1.30 |
| Previous Close: |
1.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
+83.10% |
| 3 Months |
|
|
-5.80% |
| YTD |
|
|
+47.73% |
| 1 Year |
|
|
+71.05% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.18 |
1.13 |
| 1M High / 1M Low: |
1.18 |
0.63 |
| 6M High / 6M Low: |
1.82 |
0.49 |
| High (YTD): |
2024-05-15 |
1.82 |
| Low (YTD): |
2024-08-08 |
0.49 |
| 52W High: |
2024-05-15 |
1.82 |
| 52W Low: |
2023-11-01 |
0.40 |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.99 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
108.22% |
| Volatility 6M: |
|
114.66% |
| Volatility 1Y: |
|
109.42% |
| Volatility 3Y: |
|
- |
