BNP Paribas Put 55 DAL 17.01.2025
/ DE000PC7ZAQ6
BNP Paribas Put 55 DAL 17.01.2025/ DE000PC7ZAQ6 /
| 7/17/2024 9:21:03 AM |
Chg.+0.010 |
Bid9:21:17 AM |
Ask9:21:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+1.11% |
0.910
Bid Size: 17,500 |
0.920
Ask Size: 17,500 |
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: |
-4.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.26 |
| Parity: |
0.82 |
| Time value: |
0.08 |
| Break-even: |
41.45 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
1.12% |
| Delta: |
-0.71 |
| Theta: |
-0.01 |
| Omega: |
-3.32 |
| Rho: |
-0.20 |
Quote data
| Open: |
0.910 |
| High: |
0.920 |
| Low: |
0.910 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.41% |
| 1 Month |
|
|
+24.66% |
| 3 Months |
|
|
+7.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.880 |
| 1M High / 1M Low: |
1.130 |
0.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.996 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.855 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
