BNP Paribas Put 65 DAL 18.12.2026
/ DE000PG45N07
BNP Paribas Put 65 DAL 18.12.2026/ DE000PG45N07 /
| 11/10/2024 21:50:40 |
Chg.-0.080 |
Bid21:59:22 |
Ask21:59:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.590EUR |
-4.79% |
1.590
Bid Size: 43,000 |
1.610
Ask Size: 43,000 |
Delta Air Lines Inc |
65.00 USD |
18/12/2026 |
Put |
Master data
| WKN: |
PG45N0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
65.00 USD |
| Maturity: |
18/12/2026 |
| Issue date: |
30/07/2024 |
| Last trading day: |
17/12/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.28 |
| Parity: |
1.25 |
| Time value: |
0.37 |
| Break-even: |
43.24 |
| Moneyness: |
1.27 |
| Premium: |
0.08 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.25% |
| Delta: |
-0.50 |
| Theta: |
0.00 |
| Omega: |
-1.45 |
| Rho: |
-0.87 |
Quote data
| Open: |
1.660 |
| High: |
1.690 |
| Low: |
1.590 |
| Previous Close: |
1.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.14% |
| 1 Month |
|
|
-20.90% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.720 |
1.590 |
| 1M High / 1M Low: |
2.010 |
1.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.660 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.756 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
