BNP Paribas Call 50 DAL 21.06.2024
/ DE000PN7B2W7
BNP Paribas Call 50 DAL 21.06.202.../ DE000PN7B2W7 /
| 2024-06-17 8:23:52 AM |
Chg.-0.058 |
Bid12:21:26 PM |
Ask12:21:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.022EUR |
-72.50% |
0.020
Bid Size: 37,000 |
0.091
Ask Size: 37,000 |
Delta Air Lines Inc |
50.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN7B2W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
50.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.27 |
| Parity: |
-0.12 |
| Time value: |
0.09 |
| Break-even: |
47.63 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
60.98 |
| Spread abs.: |
0.06 |
| Spread %: |
184.38% |
| Delta: |
0.39 |
| Theta: |
-0.17 |
| Omega: |
19.27 |
| Rho: |
0.00 |
Quote data
| Open: |
0.022 |
| High: |
0.022 |
| Low: |
0.022 |
| Previous Close: |
0.080 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-83.08% |
| 1 Month |
|
|
-93.33% |
| 3 Months |
|
|
-70.67% |
| YTD |
|
|
-78.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.070 |
| 1M High / 1M Low: |
0.350 |
0.070 |
| 6M High / 6M Low: |
0.390 |
0.026 |
| High (YTD): |
2024-05-15 |
0.390 |
| Low (YTD): |
2024-01-22 |
0.026 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.104 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.196 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.137 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
437.86% |
| Volatility 6M: |
|
314.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
