BNP Paribas Put 50 DAL 20.12.2024/  DE000PE9AG57  /

EUWAX
11/15/2024  8:44:59 AM Chg.+0.002 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.015EUR +15.38% -
Bid Size: -
-
Ask Size: -
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: -67.68
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.30
Parity: -1.16
Time value: 0.09
Break-even: 49.09
Moneyness: 0.81
Premium: 0.20
Premium p.a.: 5.87
Spread abs.: 0.08
Spread %: 506.67%
Delta: -0.13
Theta: -0.04
Omega: -8.80
Rho: -0.01
 

Quote data

Open: 0.015
High: 0.015
Low: 0.015
Previous Close: 0.013
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -54.55%
1 Month
  -90.63%
3 Months
  -98.53%
YTD
  -98.44%
1 Year
  -98.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.033 0.013
1M High / 1M Low: 0.190 0.013
6M High / 6M Low: 1.170 0.013
High (YTD): 1/16/2024 1.230
Low (YTD): 11/14/2024 0.013
52W High: 11/16/2023 1.360
52W Low: 11/14/2024 0.013
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   0.490
Avg. volume 6M:   0.000
Avg. price 1Y:   0.674
Avg. volume 1Y:   0.000
Volatility 1M:   319.81%
Volatility 6M:   206.11%
Volatility 1Y:   158.49%
Volatility 3Y:   -