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

EUWAX
9/26/2024  8:43:00 AM Chg.+0.050 Bid2:22:53 PM Ask2:22:53 PM Underlying Strike price Expiration date Option type
0.180EUR +38.46% 0.200
Bid Size: 50,000		 -
Ask Size: -		 Delta Air Lines Inc 55.00 - 1/17/2025 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: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.33
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.27
Parity: -1.12
Time value: 0.18
Break-even: 56.80
Moneyness: 0.80
Premium: 0.30
Premium p.a.: 1.32
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.27
Theta: -0.02
Omega: 6.56
Rho: 0.03
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month  
+328.57%
3 Months
  -37.93%
YTD     0.00%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.120
1M High / 1M Low: 0.140 0.040
6M High / 6M Low: 0.560 0.031
High (YTD): 5/15/2024 0.560
Low (YTD): 8/15/2024 0.031
52W High: 5/15/2024 0.560
52W Low: 8/15/2024 0.031
Avg. price 1W:   0.127
Avg. volume 1W:   0.000
Avg. price 1M:   0.081
Avg. volume 1M:   0.000
Avg. price 6M:   0.243
Avg. volume 6M:   0.000
Avg. price 1Y:   0.193
Avg. volume 1Y:   0.000
Volatility 1M:   297.86%
Volatility 6M:   268.79%
Volatility 1Y:   229.94%
Volatility 3Y:   -