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BNP Paribas Put 35 DAL 17.01.2025/  DE000PE9AG65  /

EUWAX
7/9/2024  8:44:57 AM Chg.-0.004 Bid1:33:01 PM Ask1:33:01 PM Underlying Strike price Expiration date Option type
0.077EUR -4.94% 0.077
Bid Size: 50,000		 0.091
Ask Size: 50,000		 Delta Air Lines Inc 35.00 - 1/17/2025 Put
 

Master data

WKN: PE9AG6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Put
Strike price: 35.00 -
Maturity: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -47.03
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.26
Parity: -0.78
Time value: 0.09
Break-even: 34.09
Moneyness: 0.82
Premium: 0.20
Premium p.a.: 0.42
Spread abs.: 0.01
Spread %: 15.19%
Delta: -0.15
Theta: -0.01
Omega: -7.11
Rho: -0.04
 

Quote data

Open: 0.077
High: 0.077
Low: 0.077
Previous Close: 0.081
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.53%
1 Month  
+32.76%
3 Months
  -40.77%
YTD
  -71.48%
1 Year
  -69.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.081 0.061
1M High / 1M Low: 0.081 0.055
6M High / 6M Low: 0.360 0.044
High (YTD): 1/16/2024 0.360
Low (YTD): 5/28/2024 0.044
52W High: 10/27/2023 0.680
52W Low: 5/28/2024 0.044
Avg. price 1W:   0.074
Avg. volume 1W:   0.000
Avg. price 1M:   0.067
Avg. volume 1M:   0.000
Avg. price 6M:   0.145
Avg. volume 6M:   0.000
Avg. price 1Y:   0.258
Avg. volume 1Y:   0.000
Volatility 1M:   174.53%
Volatility 6M:   148.16%
Volatility 1Y:   120.85%
Volatility 3Y:   -