BNP Paribas Put 50 DAL 20.06.2025
/ DE000PN7EF24
BNP Paribas Put 50 DAL 20.06.2025/ DE000PN7EF24 /
| 11/10/2024 21:50:31 |
Chg.-0.050 |
Bid11/10/2024 |
Ask11/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-10.20% |
0.440
Bid Size: 50,000 |
0.450
Ask Size: 50,000 |
Delta Air Lines Inc |
50.00 USD |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
17/08/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.28 |
| Parity: |
-0.12 |
| Time value: |
0.45 |
| Break-even: |
41.22 |
| Moneyness: |
0.97 |
| Premium: |
0.12 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
2.27% |
| Delta: |
-0.38 |
| Theta: |
-0.01 |
| Omega: |
-3.94 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.480 |
| High: |
0.500 |
| Low: |
0.440 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.81% |
| 1 Month |
|
|
-38.89% |
| 3 Months |
|
|
-43.59% |
| YTD |
|
|
-58.10% |
| 1 Year |
|
|
-71.61% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.440 |
| 1M High / 1M Low: |
0.720 |
0.440 |
| 6M High / 6M Low: |
1.220 |
0.440 |
| High (YTD): |
17/01/2024 |
1.270 |
| Low (YTD): |
11/10/2024 |
0.440 |
| 52W High: |
27/10/2023 |
1.830 |
| 52W Low: |
11/10/2024 |
0.440 |
| Avg. price 1W: |
|
0.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.564 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.688 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.908 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
121.45% |
| Volatility 6M: |
|
98.34% |
| Volatility 1Y: |
|
84.82% |
| Volatility 3Y: |
|
- |
