BNP Paribas Put 30 DAL 17.01.2025
/ DE000PZ091U0
BNP Paribas Put 30 DAL 17.01.2025/ DE000PZ091U0 /
| 05/08/2024 08:55:46 |
Chg.+0.020 |
Bid09:20:07 |
Ask09:20:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.069EUR |
+40.82% |
0.072
Bid Size: 12,500 |
-
Ask Size: - |
Delta Air Lines Inc |
30.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
PZ091U |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
10/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-40.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.27 |
| Parity: |
-0.90 |
| Time value: |
0.09 |
| Break-even: |
26.59 |
| Moneyness: |
0.75 |
| Premium: |
0.27 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.02 |
| Spread %: |
26.39% |
| Delta: |
-0.13 |
| Theta: |
-0.01 |
| Omega: |
-5.40 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.069 |
| High: |
0.069 |
| Low: |
0.069 |
| Previous Close: |
0.049 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+122.58% |
| 1 Month |
|
|
+137.93% |
| 3 Months |
|
|
+109.09% |
| YTD |
|
|
-56.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.049 |
0.031 |
| 1M High / 1M Low: |
0.049 |
0.015 |
| 6M High / 6M Low: |
0.150 |
0.015 |
| High (YTD): |
16/01/2024 |
0.200 |
| Low (YTD): |
11/07/2024 |
0.015 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.035 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.030 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.055 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
437.33% |
| Volatility 6M: |
|
262.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
