BNP Paribas Put 55 DAL 17.01.2025
/ DE000PC7ZAQ6
BNP Paribas Put 55 DAL 17.01.2025/ DE000PC7ZAQ6 /
| 2024-08-06 10:50:38 AM |
Chg.-0.060 |
Bid2024-08-06 |
Ask2024-08-06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.520EUR |
-3.80% |
1.520
Bid Size: 35,000 |
1.540
Ask Size: 35,000 |
Delta Air Lines Inc |
55.00 USD |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.56 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.27 |
| Parity: |
1.56 |
| Time value: |
0.03 |
| Break-even: |
34.33 |
| Moneyness: |
1.45 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
1.27% |
| Delta: |
-0.80 |
| Theta: |
-0.01 |
| Omega: |
-1.75 |
| Rho: |
-0.20 |
Quote data
| Open: |
1.510 |
| High: |
1.520 |
| Low: |
1.510 |
| Previous Close: |
1.580 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.94% |
| 1 Month |
|
|
+65.22% |
| 3 Months |
|
|
+157.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.580 |
1.110 |
| 1M High / 1M Low: |
1.580 |
0.870 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.298 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.077 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
