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BNP Paribas Put 50 DAL 20.12.2024/  DE000PE9AG57  /

Frankfurt Zert./BNP
9/6/2024  9:50:33 PM Chg.+0.010 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
0.780EUR +1.30% 0.790
Bid Size: 40,000		 0.800
Ask Size: 40,000		 Delta Air Lines Inc 50.00 - 12/20/2024 Put
 

Master data

WKN: PE9AG5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Put
Strike price: 50.00 -
Maturity: 12/20/2024
Issue date: 2/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -4.74
Leverage: Yes

Calculated values

Fair value: 1.21
Intrinsic value: 1.21
Implied volatility: -
Historic volatility: 0.27
Parity: 1.21
Time value: -0.41
Break-even: 42.00
Moneyness: 1.32
Premium: -0.11
Premium p.a.: -0.33
Spread abs.: 0.01
Spread %: 1.27%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.760
High: 0.830
Low: 0.730
Previous Close: 0.770
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.41%
1 Month
  -20.41%
3 Months  
+95.00%
YTD
  -19.59%
1 Year
  -23.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.730
1M High / 1M Low: 1.030 0.730
6M High / 6M Low: 1.160 0.310
High (YTD): 1/17/2024 1.220
Low (YTD): 5/20/2024 0.310
52W High: 10/27/2023 1.820
52W Low: 5/20/2024 0.310
Avg. price 1W:   0.758
Avg. volume 1W:   0.000
Avg. price 1M:   0.870
Avg. volume 1M:   0.000
Avg. price 6M:   0.603
Avg. volume 6M:   0.000
Avg. price 1Y:   0.889
Avg. volume 1Y:   0.000
Volatility 1M:   85.27%
Volatility 6M:   122.30%
Volatility 1Y:   101.92%
Volatility 3Y:   -