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BNP Paribas Put 40 DAL 20.12.2024/  DE000PE9AG32  /

Frankfurt Zert./BNP
2024-07-09  4:05:11 PM Chg.-0.010 Bid2024-07-09 Ask2024-07-09 Underlying Strike price Expiration date Option type
0.150EUR -6.25% 0.150
Bid Size: 100,000		 0.160
Ask Size: 100,000		 Delta Air Lines Inc 40.00 - 2024-12-20 Put
 

Master data

WKN: PE9AG3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Put
Strike price: 40.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -25.17
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.26
Parity: -0.28
Time value: 0.17
Break-even: 38.30
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 6.25%
Delta: -0.30
Theta: -0.01
Omega: -7.46
Rho: -0.06
 

Quote data

Open: 0.150
High: 0.160
Low: 0.150
Previous Close: 0.160
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+36.36%
3 Months
  -31.82%
YTD
  -65.12%
1 Year
  -59.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.130
1M High / 1M Low: 0.160 0.100
6M High / 6M Low: 0.550 0.083
High (YTD): 2024-01-17 0.550
Low (YTD): 2024-05-20 0.083
52W High: 2023-10-27 0.990
52W Low: 2024-05-20 0.083
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.129
Avg. volume 1M:   0.000
Avg. price 6M:   0.243
Avg. volume 6M:   0.000
Avg. price 1Y:   0.398
Avg. volume 1Y:   0.000
Volatility 1M:   179.48%
Volatility 6M:   140.36%
Volatility 1Y:   115.16%
Volatility 3Y:   -