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BNP Paribas Call 55 DAL 17.01.202.../  DE000PE9AGS6  /

EUWAX
24/06/2024  08:43:35 Chg.-0.020 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.330EUR -5.71% -
Bid Size: -		 -
Ask Size: -		 Delta Air Lines Inc 55.00 - 17/01/2025 Call
 

Master data

WKN: PE9AGS
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.59
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.27
Parity: -0.88
Time value: 0.34
Break-even: 58.40
Moneyness: 0.84
Premium: 0.26
Premium p.a.: 0.51
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.38
Theta: -0.02
Omega: 5.18
Rho: 0.08
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.45%
1 Month
  -21.43%
3 Months  
+26.92%
YTD  
+83.33%
1 Year
  -15.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.310
1M High / 1M Low: 0.450 0.310
6M High / 6M Low: 0.560 0.084
High (YTD): 15/05/2024 0.560
Low (YTD): 22/01/2024 0.084
52W High: 05/07/2023 0.660
52W Low: 01/11/2023 0.061
Avg. price 1W:   0.338
Avg. volume 1W:   0.000
Avg. price 1M:   0.371
Avg. volume 1M:   0.000
Avg. price 6M:   0.269
Avg. volume 6M:   0.000
Avg. price 1Y:   0.278
Avg. volume 1Y:   0.000
Volatility 1M:   174.05%
Volatility 6M:   174.08%
Volatility 1Y:   163.26%
Volatility 3Y:   -