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: |
|
- |