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BNP Paribas Call 40 DAL 20.06.202.../  DE000PN7EFW5  /

EUWAX
2024-09-25  8:38:33 AM Chg.+0.030 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.970EUR +3.19% -
Bid Size: -		 -
Ask Size: -		 Delta Air Lines Inc 40.00 USD 2025-06-20 Call
 

Master data

WKN: PN7EFW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 40.00 USD
Maturity: 2025-06-20
Issue date: 2023-08-17
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.27
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.70
Implied volatility: 0.39
Historic volatility: 0.27
Parity: 0.70
Time value: 0.30
Break-even: 45.74
Moneyness: 1.20
Premium: 0.07
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.01%
Delta: 0.78
Theta: -0.01
Omega: 3.33
Rho: 0.17
 

Quote data

Open: 0.970
High: 0.970
Low: 0.970
Previous Close: 0.940
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+64.41%
3 Months
  -19.17%
YTD  
+27.63%
1 Year  
+42.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.930
1M High / 1M Low: 0.970 0.540
6M High / 6M Low: 1.580 0.430
High (YTD): 2024-05-15 1.580
Low (YTD): 2024-08-08 0.430
52W High: 2024-05-15 1.580
52W Low: 2023-11-01 0.360
Avg. price 1W:   0.950
Avg. volume 1W:   0.000
Avg. price 1M:   0.750
Avg. volume 1M:   0.000
Avg. price 6M:   1.030
Avg. volume 6M:   0.000
Avg. price 1Y:   0.846
Avg. volume 1Y:   0.000
Volatility 1M:   100.84%
Volatility 6M:   110.41%
Volatility 1Y:   104.82%
Volatility 3Y:   -