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BNP Paribas Put 45 DAL 17.01.2025/  DE000PE9AG81  /

EUWAX
7/9/2024  8:44:57 AM Chg.-0.010 Bid1:33:01 PM Ask1:33:01 PM Underlying Strike price Expiration date Option type
0.340EUR -2.86% 0.340
Bid Size: 50,000		 0.350
Ask Size: 50,000		 Delta Air Lines Inc 45.00 - 1/17/2025 Put
 

Master data

WKN: PE9AG8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Put
Strike price: 45.00 -
Maturity: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -12.23
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.22
Implied volatility: 0.22
Historic volatility: 0.26
Parity: 0.22
Time value: 0.13
Break-even: 41.50
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 2.94%
Delta: -0.55
Theta: 0.00
Omega: -6.67
Rho: -0.14
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+36.00%
3 Months
  -15.00%
YTD
  -50.00%
1 Year
  -35.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.300
1M High / 1M Low: 0.350 0.230
6M High / 6M Low: 0.870 0.200
High (YTD): 1/16/2024 0.870
Low (YTD): 5/21/2024 0.200
52W High: 10/27/2023 1.380
52W Low: 5/21/2024 0.200
Avg. price 1W:   0.326
Avg. volume 1W:   0.000
Avg. price 1M:   0.283
Avg. volume 1M:   0.000
Avg. price 6M:   0.443
Avg. volume 6M:   0.000
Avg. price 1Y:   0.632
Avg. volume 1Y:   0.000
Volatility 1M:   139.33%
Volatility 6M:   115.52%
Volatility 1Y:   96.71%
Volatility 3Y:   -