BNP Paribas Call 65 DAL 21.03.202.../  DE000PL0ED01  /

Frankfurt Zert./BNP
1/24/2025  9:55:13 PM Chg.-0.030 Bid9:59:54 PM Ask9:59:54 PM Underlying Strike price Expiration date Option type
0.470EUR -6.00% 0.480
Bid Size: 29,000
0.490
Ask Size: 29,000
Delta Air Lines Inc 65.00 - 3/21/2025 Call
 

Master data

WKN: PL0ED0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 3/21/2025
Issue date: 10/30/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.06
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.30
Parity: -0.10
Time value: 0.49
Break-even: 69.90
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.79
Spread abs.: 0.01
Spread %: 2.08%
Delta: 0.52
Theta: -0.05
Omega: 6.78
Rho: 0.04
 

Quote data

Open: 0.510
High: 0.520
Low: 0.470
Previous Close: 0.500
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.30%
1 Month  
+23.68%
3 Months     -
YTD  
+42.42%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.570 0.450
1M High / 1M Low: 0.580 0.250
6M High / 6M Low: - -
High (YTD): 1/10/2025 0.580
Low (YTD): 1/3/2025 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   0.506
Avg. volume 1W:   0.000
Avg. price 1M:   0.411
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   330.67%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -