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BNP Paribas Call 55 DAL 20.12.202.../  DE000PE9AGJ5  /

EUWAX
2024-09-26  8:43:01 AM Chg.+0.043 Bid9:24:17 AM Ask9:24:17 AM Underlying Strike price Expiration date Option type
0.130EUR +49.43% 0.120
Bid Size: 25,000		 0.130
Ask Size: 25,000		 Delta Air Lines Inc 55.00 - 2024-12-20 Call
 

Master data

WKN: PE9AGJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 33.69
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.27
Parity: -1.12
Time value: 0.13
Break-even: 56.30
Moneyness: 0.80
Premium: 0.29
Premium p.a.: 1.94
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.23
Theta: -0.02
Omega: 7.69
Rho: 0.02
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.087
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.00%
1 Month  
+381.48%
3 Months
  -45.83%
YTD
  -18.75%
1 Year
  -18.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.078
1M High / 1M Low: 0.100 0.025
6M High / 6M Low: 0.510 0.018
High (YTD): 2024-05-15 0.510
Low (YTD): 2024-08-15 0.018
52W High: 2024-05-15 0.510
52W Low: 2024-08-15 0.018
Avg. price 1W:   0.086
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   0.209
Avg. volume 6M:   0.000
Avg. price 1Y:   0.167
Avg. volume 1Y:   0.000
Volatility 1M:   382.54%
Volatility 6M:   331.42%
Volatility 1Y:   269.72%
Volatility 3Y:   -