BNP Paribas Put 55 DAL 17.01.2025
/ DE000PC7ZAQ6
BNP Paribas Put 55 DAL 17.01.2025/ DE000PC7ZAQ6 /
| 18/10/2024 21:50:36 |
Chg.-0.030 |
Bid21:57:34 |
Ask21:57:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-8.57% |
0.330
Bid Size: 50,000 |
0.340
Ask Size: 50,000 |
Delta Air Lines Inc |
55.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.29 |
| Parity: |
-0.02 |
| Time value: |
0.36 |
| Break-even: |
47.19 |
| Moneyness: |
1.00 |
| Premium: |
0.08 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
-0.44 |
| Theta: |
-0.02 |
| Omega: |
-6.17 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.320 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.25% |
| 1 Month |
|
|
-60.00% |
| 3 Months |
|
|
-65.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.320 |
| 1M High / 1M Low: |
0.810 |
0.320 |
| 6M High / 6M Low: |
1.610 |
0.320 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.372 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.595 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.875 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.55% |
| Volatility 6M: |
|
119.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
