BNP Paribas Put 60 DAL 20.06.2025
/ DE000PC7ZAR4
BNP Paribas Put 60 DAL 20.06.2025/ DE000PC7ZAR4 /
| 2024-07-10 9:50:32 PM |
Chg.+0.010 |
Bid9:58:50 PM |
Ask9:58:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.310EUR |
+0.77% |
1.320
Bid Size: 36,000 |
1.330
Ask Size: 36,000 |
Delta Air Lines Inc |
60.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
PC7ZAR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
1.21 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.26 |
| Parity: |
1.21 |
| Time value: |
0.11 |
| Break-even: |
42.28 |
| Moneyness: |
1.28 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.76% |
| Delta: |
-0.66 |
| Theta: |
0.00 |
| Omega: |
-2.17 |
| Rho: |
-0.39 |
Quote data
| Open: |
1.310 |
| High: |
1.340 |
| Low: |
1.280 |
| Previous Close: |
1.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.55% |
| 1 Month |
|
|
+12.93% |
| 3 Months |
|
|
+3.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.350 |
1.290 |
| 1M High / 1M Low: |
1.350 |
1.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.318 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.221 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
