BNP Paribas Put 60 DAL 19.12.2025
/ DE000PC25WZ7
BNP Paribas Put 60 DAL 19.12.2025/ DE000PC25WZ7 /
| 9/11/2024 9:50:44 PM |
Chg.-0.060 |
Bid9:54:24 PM |
Ask9:54:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.550EUR |
-3.73% |
1.540
Bid Size: 39,000 |
1.550
Ask Size: 39,000 |
Delta Air Lines Inc |
60.00 USD |
12/19/2025 |
Put |
Master data
| WKN: |
PC25WZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
1/10/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.28 |
| Parity: |
1.51 |
| Time value: |
0.12 |
| Break-even: |
38.15 |
| Moneyness: |
1.38 |
| Premium: |
0.03 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.03 |
| Spread %: |
1.88% |
| Delta: |
-0.64 |
| Theta: |
0.00 |
| Omega: |
-1.54 |
| Rho: |
-0.53 |
Quote data
| Open: |
1.610 |
| High: |
1.620 |
| Low: |
1.550 |
| Previous Close: |
1.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.06% |
| 1 Month |
|
|
-18.42% |
| 3 Months |
|
|
+25.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.680 |
1.570 |
| 1M High / 1M Low: |
1.930 |
1.570 |
| 6M High / 6M Low: |
2.070 |
1.030 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.634 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.739 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.421 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.76% |
| Volatility 6M: |
|
63.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
