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BNP Paribas Put 45 DAL 20.06.2025/  DE000PN7EF16  /

Frankfurt Zert./BNP
11/15/2024  9:50:32 PM Chg.-0.010 Bid9:52:28 PM Ask9:52:28 PM Underlying Strike price Expiration date Option type
0.100EUR -9.09% 0.110
Bid Size: 50,000		 0.140
Ask Size: 50,000		 Delta Air Lines Inc 45.00 USD 6/20/2025 Put
 

Master data

WKN: PN7EF1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Put
Strike price: 45.00 USD
Maturity: 6/20/2025
Issue date: 8/17/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -43.47
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.30
Parity: -1.81
Time value: 0.14
Break-even: 41.34
Moneyness: 0.70
Premium: 0.32
Premium p.a.: 0.60
Spread abs.: 0.03
Spread %: 27.27%
Delta: -0.11
Theta: -0.01
Omega: -4.88
Rho: -0.05
 

Quote data

Open: 0.110
High: 0.110
Low: 0.100
Previous Close: 0.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -23.08%
1 Month
  -50.00%
3 Months
  -85.29%
YTD
  -86.84%
1 Year
  -89.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.100
1M High / 1M Low: 0.220 0.100
6M High / 6M Low: 0.860 0.100
High (YTD): 1/17/2024 0.930
Low (YTD): 11/15/2024 0.100
52W High: 11/22/2023 0.990
52W Low: 11/15/2024 0.100
Avg. price 1W:   0.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.165
Avg. volume 1M:   0.000
Avg. price 6M:   0.414
Avg. volume 6M:   0.000
Avg. price 1Y:   0.535
Avg. volume 1Y:   0.000
Volatility 1M:   148.02%
Volatility 6M:   126.16%
Volatility 1Y:   103.97%
Volatility 3Y:   -