BNP Paribas Call 40 DAL 20.06.2025
/ DE000PN7EFW5
BNP Paribas Call 40 DAL 20.06.202.../ DE000PN7EFW5 /
| 2024-06-24 8:33:42 AM |
Chg.-0.03 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
-2.34% |
-
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: |
3.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
0.88 |
| Time value: |
0.39 |
| Break-even: |
50.13 |
| Moneyness: |
1.23 |
| Premium: |
0.08 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.60% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
2.89 |
| Rho: |
0.24 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.25 |
| Previous Close: |
1.28 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.31% |
| 1 Month |
|
|
-10.07% |
| 3 Months |
|
|
+19.05% |
| YTD |
|
|
+64.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.29 |
1.21 |
| 1M High / 1M Low: |
1.43 |
1.21 |
| 6M High / 6M Low: |
1.58 |
0.53 |
| High (YTD): |
2024-05-15 |
1.58 |
| Low (YTD): |
2024-01-22 |
0.53 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.39% |
| Volatility 6M: |
|
88.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
