BNP Paribas Put 65 DAL 16.01.2026
/ DE000PC61Y23
BNP Paribas Put 65 DAL 16.01.2026/ DE000PC61Y23 /
| 8/6/2024 10:20:52 AM |
Chg.-0.050 |
Bid10:28:56 AM |
Ask10:28:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.420EUR |
-2.02% |
2.410
Bid Size: 35,000 |
2.450
Ask Size: 35,000 |
Delta Air Lines Inc |
65.00 USD |
1/16/2026 |
Put |
Master data
| WKN: |
PC61Y2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
65.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
3/21/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.47 |
| Intrinsic value: |
2.47 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.27 |
| Parity: |
2.47 |
| Time value: |
0.03 |
| Break-even: |
34.36 |
| Moneyness: |
1.71 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.04 |
| Spread %: |
1.63% |
| Delta: |
-0.68 |
| Theta: |
0.00 |
| Omega: |
-0.94 |
| Rho: |
-0.70 |
Quote data
| Open: |
2.410 |
| High: |
2.420 |
| Low: |
2.400 |
| Previous Close: |
2.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.80% |
| 1 Month |
|
|
+34.44% |
| 3 Months |
|
|
+75.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.470 |
2.020 |
| 1M High / 1M Low: |
2.470 |
1.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.204 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.974 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
