BNP Paribas Call 40 DAL 20.12.2024
/ DE000PE9AGF3
BNP Paribas Call 40 DAL 20.12.202.../ DE000PE9AGF3 /
| 2024-06-17 8:47:45 AM |
Chg.-0.09 |
Bid2:10:16 PM |
Ask2:10:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
-7.96% |
1.02
Bid Size: 31,000 |
1.03
Ask Size: 31,000 |
Delta Air Lines Inc |
40.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PE9AGF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.27 |
| Parity: |
0.55 |
| Time value: |
0.50 |
| Break-even: |
50.50 |
| Moneyness: |
1.14 |
| Premium: |
0.11 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
0.96% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
3.09 |
| Rho: |
0.11 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.04 |
| Previous Close: |
1.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.34% |
| 1 Month |
|
|
-21.80% |
| 3 Months |
|
|
+52.94% |
| YTD |
|
|
+70.49% |
| 1 Year |
|
|
+9.47% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
1.08 |
| 1M High / 1M Low: |
1.37 |
1.06 |
| 6M High / 6M Low: |
1.42 |
0.39 |
| High (YTD): |
2024-05-15 |
1.42 |
| Low (YTD): |
2024-01-22 |
0.39 |
| 52W High: |
2024-05-15 |
1.42 |
| 52W Low: |
2023-11-01 |
0.25 |
| Avg. price 1W: |
|
1.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.79 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
94.32% |
| Volatility 6M: |
|
112.03% |
| Volatility 1Y: |
|
108.43% |
| Volatility 3Y: |
|
- |
