BNP Paribas Call 55 DAL 21.06.2024
/ DE000PN7B2Y3
BNP Paribas Call 55 DAL 21.06.202.../ DE000PN7B2Y3 /
| 2024-05-24 9:50:30 PM |
Chg.+0.005 |
Bid9:59:38 PM |
Ask9:59:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.053EUR |
+10.42% |
0.058
Bid Size: 50,000 |
0.068
Ask Size: 50,000 |
Delta Air Lines Inc |
55.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN7B2Y |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 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: |
70.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
-0.29 |
| Time value: |
0.07 |
| Break-even: |
51.39 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
1.66 |
| Spread abs.: |
0.01 |
| Spread %: |
17.24% |
| Delta: |
0.28 |
| Theta: |
-0.03 |
| Omega: |
19.33 |
| Rho: |
0.01 |
Quote data
| Open: |
0.046 |
| High: |
0.056 |
| Low: |
0.044 |
| Previous Close: |
0.048 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.11% |
| 1 Month |
|
|
-22.06% |
| 3 Months |
|
|
+140.91% |
| YTD |
|
|
+20.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.048 |
| 1M High / 1M Low: |
0.140 |
0.048 |
| 6M High / 6M Low: |
0.140 |
0.001 |
| High (YTD): |
2024-05-06 |
0.140 |
| Low (YTD): |
2024-03-18 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.065 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.093 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.043 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
281.70% |
| Volatility 6M: |
|
3,450.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
