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BNP Paribas Put 45 DAL 20.12.2024/  DE000PE9AG40  /

Frankfurt Zert./BNP
11/15/2024  10:20:44 AM Chg.+0.001 Bid11/15/2024 Ask11/15/2024 Underlying Strike price Expiration date Option type
0.005EUR +25.00% -
Bid Size: -		 -
Ask Size: -		 Delta Air Lines Inc 45.00 - 12/20/2024 Put
 

Master data

WKN: PE9AG4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Put
Strike price: 45.00 -
Maturity: 12/20/2024
Issue date: 2/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -67.68
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.89
Historic volatility: 0.30
Parity: -1.66
Time value: 0.09
Break-even: 44.09
Moneyness: 0.73
Premium: 0.28
Premium p.a.: 12.57
Spread abs.: 0.09
Spread %: 2,175.00%
Delta: -0.10
Theta: -0.04
Omega: -6.76
Rho: -0.01
 

Quote data

Open: 0.004
High: 0.005
Low: 0.004
Previous Close: 0.004
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -44.44%
1 Month
  -92.54%
3 Months
  -99.07%
YTD
  -99.25%
1 Year
  -99.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.009 0.004
1M High / 1M Low: 0.067 0.004
6M High / 6M Low: 0.760 0.004
High (YTD): 1/17/2024 0.850
Low (YTD): 11/14/2024 0.004
52W High: 11/16/2023 0.970
52W Low: 11/14/2024 0.004
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.029
Avg. volume 1M:   0.000
Avg. price 6M:   0.272
Avg. volume 6M:   0.000
Avg. price 1Y:   0.419
Avg. volume 1Y:   0.000
Volatility 1M:   328.05%
Volatility 6M:   224.77%
Volatility 1Y:   174.41%
Volatility 3Y:   -