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BNP Paribas Put 40 DAL 17.01.2025/  DE000PE9AG73  /

Frankfurt Zert./BNP
11/15/2024  9:50:24 PM Chg.-0.006 Bid11/15/2024 Ask11/15/2024 Underlying Strike price Expiration date Option type
0.001EUR -85.71% 0.001
Bid Size: 50,000		 0.091
Ask Size: 50,000		 Delta Air Lines Inc 40.00 - 1/17/2025 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: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -66.88
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.84
Historic volatility: 0.30
Parity: -2.09
Time value: 0.09
Break-even: 39.09
Moneyness: 0.66
Premium: 0.36
Premium p.a.: 5.05
Spread abs.: 0.09
Spread %: 9,000.00%
Delta: -0.08
Theta: -0.03
Omega: -5.45
Rho: -0.01
 

Quote data

Open: 0.007
High: 0.007
Low: 0.001
Previous Close: 0.007
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -88.89%
1 Month
  -96.30%
3 Months
  -99.68%
YTD
  -99.78%
1 Year
  -99.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.009 0.001
1M High / 1M Low: 0.034 0.001
6M High / 6M Low: 0.470 0.001
High (YTD): 1/17/2024 0.570
Low (YTD): 11/15/2024 0.001
52W High: 11/22/2023 0.640
52W Low: 11/15/2024 0.001
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.020
Avg. volume 1M:   0.000
Avg. price 6M:   0.155
Avg. volume 6M:   0.000
Avg. price 1Y:   0.256
Avg. volume 1Y:   0.000
Volatility 1M:   372.23%
Volatility 6M:   242.62%
Volatility 1Y:   187.57%
Volatility 3Y:   -