BNP Paribas Put 50 DAL 20.06.2025
/ DE000PN7EF24
BNP Paribas Put 50 DAL 20.06.2025/ DE000PN7EF24 /
10/11/2024 9:50:31 PM |
Chg.-0.050 |
Bid10/11/2024 |
Ask10/11/2024 |
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 |
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: |
-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): |
1/17/2024 |
1.270 |
Low (YTD): |
10/11/2024 |
0.440 |
52W High: |
10/27/2023 |
1.830 |
52W Low: |
10/11/2024 |
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: |
|
- |