BNP Paribas Call 60 DAL 21.03.202.../  DE000PL0ED19  /

EUWAX
1/24/2025  9:22:59 AM Chg.-0.030 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.840EUR -3.45% -
Bid Size: -
-
Ask Size: -
Delta Air Lines Inc 60.00 - 3/21/2025 Call
 

Master data

WKN: PL0ED1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 3/21/2025
Issue date: 10/30/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.81
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.40
Implied volatility: 0.61
Historic volatility: 0.30
Parity: 0.40
Time value: 0.42
Break-even: 68.20
Moneyness: 1.07
Premium: 0.07
Premium p.a.: 0.52
Spread abs.: 0.01
Spread %: 1.23%
Delta: 0.66
Theta: -0.05
Omega: 5.14
Rho: 0.05
 

Quote data

Open: 0.840
High: 0.840
Low: 0.840
Previous Close: 0.870
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.33%
1 Month  
+40.00%
3 Months     -
YTD  
+52.73%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.020 0.750
1M High / 1M Low: 1.020 0.430
6M High / 6M Low: - -
High (YTD): 1/22/2025 1.020
Low (YTD): 1/6/2025 0.430
52W High: - -
52W Low: - -
Avg. price 1W:   0.848
Avg. volume 1W:   0.000
Avg. price 1M:   0.677
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   309.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -