BNP Paribas Put 50 DAL 20.06.2025
/ DE000PN7EF24
BNP Paribas Put 50 DAL 20.06.2025/ DE000PN7EF24 /
| 11/15/2024 9:50:23 PM |
Chg.0.000 |
Bid11/15/2024 |
Ask11/15/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
0.00% |
0.190
Bid Size: 50,000 |
0.220
Ask Size: 50,000 |
Delta Air Lines Inc |
50.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
PN7EF2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 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: |
-27.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.30 |
| Parity: |
-1.34 |
| Time value: |
0.22 |
| Break-even: |
45.29 |
| Moneyness: |
0.78 |
| Premium: |
0.26 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.03 |
| Spread %: |
15.79% |
| Delta: |
-0.17 |
| Theta: |
-0.01 |
| Omega: |
-4.69 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.190 |
| High: |
0.200 |
| Low: |
0.180 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.39% |
| 1 Month |
|
|
-44.12% |
| 3 Months |
|
|
-81.00% |
| YTD |
|
|
-81.90% |
| 1 Year |
|
|
-85.82% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.180 |
| 1M High / 1M Low: |
0.370 |
0.180 |
| 6M High / 6M Low: |
1.220 |
0.180 |
| High (YTD): |
1/17/2024 |
1.270 |
| Low (YTD): |
11/13/2024 |
0.180 |
| 52W High: |
11/22/2023 |
1.340 |
| 52W Low: |
11/13/2024 |
0.180 |
| Avg. price 1W: |
|
0.190 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.282 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.634 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.780 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
138.96% |
| Volatility 6M: |
|
114.66% |
| Volatility 1Y: |
|
94.83% |
| Volatility 3Y: |
|
- |
