BNP Paribas Put 60 DAL 20.06.2025
/ DE000PC7ZAR4
BNP Paribas Put 60 DAL 20.06.2025/ DE000PC7ZAR4 /
| 2024-08-06 8:34:43 AM |
Chg.+0.06 |
Bid10:12:22 AM |
Ask10:12:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.95EUR |
+3.17% |
1.96
Bid Size: 35,000 |
2.00
Ask Size: 35,000 |
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: |
-1.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.02 |
| Intrinsic value: |
2.02 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.27 |
| Parity: |
2.02 |
| Time value: |
0.02 |
| Break-even: |
34.39 |
| Moneyness: |
1.58 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.04 |
| Spread %: |
2.00% |
| Delta: |
-0.75 |
| Theta: |
0.00 |
| Omega: |
-1.27 |
| Rho: |
-0.40 |
Quote data
| Open: |
1.95 |
| High: |
1.95 |
| Low: |
1.95 |
| Previous Close: |
1.89 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.20% |
| 1 Month |
|
|
+52.34% |
| 3 Months |
|
|
+89.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.89 |
1.55 |
| 1M High / 1M Low: |
1.89 |
1.28 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
