BNP Paribas Call 48 DAL 21.06.2024
/ DE000PN7B2V9
BNP Paribas Call 48 DAL 21.06.202.../ DE000PN7B2V9 /
| 07/06/2024 21:50:33 |
Chg.-0.020 |
Bid07/06/2024 |
Ask07/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-6.90% |
0.270
Bid Size: 31,000 |
0.280
Ask Size: 31,000 |
Delta Air Lines Inc |
48.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
PN7B2V |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.26 |
| Parity: |
0.23 |
| Time value: |
0.05 |
| Break-even: |
47.24 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
0.77 |
| Theta: |
-0.04 |
| Omega: |
12.80 |
| Rho: |
0.01 |
Quote data
| Open: |
0.270 |
| High: |
0.280 |
| Low: |
0.250 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
-47.06% |
| 3 Months |
|
|
+145.45% |
| YTD |
|
|
+92.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.250 |
| 1M High / 1M Low: |
0.550 |
0.250 |
| 6M High / 6M Low: |
0.550 |
0.038 |
| High (YTD): |
13/05/2024 |
0.550 |
| Low (YTD): |
22/01/2024 |
0.038 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.288 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.396 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.206 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.06% |
| Volatility 6M: |
|
281.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
