BNP Paribas Put 50 DAL 17.01.2025
/ DE000PE9AG99
BNP Paribas Put 50 DAL 17.01.2025/ DE000PE9AG99 /
| 9/9/2024 8:46:17 AM |
Chg.+0.010 |
Bid5:45:40 PM |
Ask5:45:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+1.27% |
0.720
Bid Size: 86,000 |
0.730
Ask Size: 86,000 |
Delta Air Lines Inc |
50.00 - |
1/17/2025 |
Put |
Master data
| WKN: |
PE9AG9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
2/16/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
1.21 |
| Implied volatility: |
- |
| Historic volatility: |
0.27 |
| Parity: |
1.21 |
| Time value: |
-0.39 |
| Break-even: |
41.80 |
| Moneyness: |
1.32 |
| Premium: |
-0.10 |
| Premium p.a.: |
-0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
1.23% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.790 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.26% |
| 1 Month |
|
|
-19.19% |
| 3 Months |
|
|
+86.05% |
| YTD |
|
|
-18.37% |
| 1 Year |
|
|
-22.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.760 |
| 1M High / 1M Low: |
1.030 |
0.760 |
| 6M High / 6M Low: |
1.180 |
0.340 |
| High (YTD): |
1/16/2024 |
1.230 |
| Low (YTD): |
5/21/2024 |
0.340 |
| 52W High: |
10/27/2023 |
1.820 |
| 52W Low: |
5/21/2024 |
0.340 |
| Avg. price 1W: |
|
0.774 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.890 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.625 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.905 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
86.30% |
| Volatility 6M: |
|
120.29% |
| Volatility 1Y: |
|
99.84% |
| Volatility 3Y: |
|
- |
