BNP Paribas Put 40 DAL 20.09.2024
/ DE000PC395B2
BNP Paribas Put 40 DAL 20.09.2024/ DE000PC395B2 /
| 8/15/2024 9:50:31 PM |
Chg.-0.080 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-38.10% |
0.130
Bid Size: 50,000 |
0.140
Ask Size: 50,000 |
Delta Air Lines Inc |
40.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
PC395B |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
0.12 |
| Time value: |
0.10 |
| Break-even: |
34.13 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
4.76% |
| Delta: |
-0.58 |
| Theta: |
-0.02 |
| Omega: |
-9.28 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.120 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.00% |
| 1 Month |
|
|
+62.50% |
| 3 Months |
|
|
+233.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.170 |
| 1M High / 1M Low: |
0.320 |
0.038 |
| 6M High / 6M Low: |
0.330 |
0.034 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.134 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.121 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
535.31% |
| Volatility 6M: |
|
306.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
