BNP Paribas Put 55 DAL 17.01.2025
/ DE000PC7ZAQ6
BNP Paribas Put 55 DAL 17.01.2025/ DE000PC7ZAQ6 /
| 9/18/2024 1:50:42 PM |
Chg.-0.020 |
Bid9/18/2024 |
Ask9/18/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-2.35% |
0.830
Bid Size: 36,000 |
0.840
Ask Size: 36,000 |
Delta Air Lines Inc |
55.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
PC7ZAQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.27 |
| Parity: |
0.75 |
| Time value: |
0.09 |
| Break-even: |
41.05 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.20% |
| Delta: |
-0.72 |
| Theta: |
-0.01 |
| Omega: |
-3.58 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.830 |
| High: |
0.840 |
| Low: |
0.820 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.42% |
| 1 Month |
|
|
-38.52% |
| 3 Months |
|
|
+13.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.850 |
| 1M High / 1M Low: |
1.340 |
0.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.954 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.160 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
