BNP Paribas Put 30 DAL 20.12.2024
/ DE000PZ091T2
BNP Paribas Put 30 DAL 20.12.2024/ DE000PZ091T2 /
| 09/08/2024 09:45:24 |
Chg.- |
Bid08:55:07 |
Ask08:55:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.068EUR |
- |
0.067
Bid Size: 12,500 |
0.091
Ask Size: 12,500 |
Delta Air Lines Inc |
30.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
PZ091T |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-39.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.28 |
| Parity: |
-0.85 |
| Time value: |
0.09 |
| Break-even: |
26.57 |
| Moneyness: |
0.76 |
| Premium: |
0.26 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.02 |
| Spread %: |
35.82% |
| Delta: |
-0.14 |
| Theta: |
-0.01 |
| Omega: |
-5.56 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.068 |
| High: |
0.068 |
| Low: |
0.068 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.93% |
| 1 Month |
|
|
+240.00% |
| 3 Months |
|
|
+240.00% |
| YTD |
|
|
-51.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.054 |
| 1M High / 1M Low: |
0.090 |
0.015 |
| 6M High / 6M Low: |
0.120 |
0.008 |
| High (YTD): |
16/01/2024 |
0.190 |
| Low (YTD): |
11/07/2024 |
0.008 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.075 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.035 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.044 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
401.41% |
| Volatility 6M: |
|
382.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
