Consider a "Best In" Call, i.e. a call whose strike is fixed on the lowest daily observed level during an initial "Best In" period. To be concrete, let us assume we have a 5y call option with a 3 months best in period.I compared the delta of two calls, one on the SX5E (low forward) and the DAX (high forward), and was quite astonished that the delta of the SX5E call was HIGHER than the one on the DAX. Compare this to a plain vanilla atm call where the DAX call has a siginficant higher delta than the SX5E call. The overall size of the delta was in both cases as can be expected smaller in the case of the Best In Call. Any intuitive explanation for this change in delta order?