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BNP Paribas Put 40 DAL 17.01.2025/  DE000PE9AG73  /

Frankfurt Zert./BNP
11/09/2024  21:50:25 Chg.-0.030 Bid21:51:38 Ask21:51:38 Underlying Strike price Expiration date Option type
0.190EUR -13.64% 0.190
Bid Size: 50,000		 0.200
Ask Size: 50,000		 Delta Air Lines Inc 40.00 - 17/01/2025 Put
 

Master data

WKN: PE9AG7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Put
Strike price: 40.00 -
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -15.75
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.06
Implied volatility: 0.26
Historic volatility: 0.28
Parity: 0.06
Time value: 0.19
Break-even: 37.50
Moneyness: 1.02
Premium: 0.05
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 13.64%
Delta: -0.48
Theta: -0.01
Omega: -7.52
Rho: -0.07
 

Quote data

Open: 0.220
High: 0.220
Low: 0.190
Previous Close: 0.220
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -20.83%
1 Month
  -50.00%
3 Months  
+35.71%
YTD
  -57.78%
1 Year
  -62.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.210
1M High / 1M Low: 0.380 0.210
6M High / 6M Low: 0.470 0.100
High (YTD): 17/01/2024 0.570
Low (YTD): 20/05/2024 0.100
52W High: 27/10/2023 1.000
52W Low: 20/05/2024 0.100
Avg. price 1W:   0.236
Avg. volume 1W:   0.000
Avg. price 1M:   0.282
Avg. volume 1M:   0.000
Avg. price 6M:   0.207
Avg. volume 6M:   0.000
Avg. price 1Y:   0.385
Avg. volume 1Y:   0.000
Volatility 1M:   140.67%
Volatility 6M:   160.84%
Volatility 1Y:   132.09%
Volatility 3Y:   -