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BNP Paribas Put 45 DAL 17.01.2025/  DE000PE9AG81  /

EUWAX
2024-09-26  8:43:01 AM Chg.-0.030 Bid3:33:25 PM Ask3:33:25 PM Underlying Strike price Expiration date Option type
0.190EUR -13.64% -
Bid Size: -		 -
Ask Size: -		 Delta Air Lines Inc 45.00 - 2025-01-17 Put
 

Master data

WKN: PE9AG8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Put
Strike price: 45.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -20.86
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.12
Implied volatility: 0.17
Historic volatility: 0.27
Parity: 0.12
Time value: 0.09
Break-even: 42.90
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 5.00%
Delta: -0.55
Theta: -0.01
Omega: -11.45
Rho: -0.08
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.00%
1 Month
  -61.22%
3 Months
  -34.48%
YTD
  -72.06%
1 Year
  -80.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.220
1M High / 1M Low: 0.570 0.220
6M High / 6M Low: 0.790 0.200
High (YTD): 2024-01-16 0.870
Low (YTD): 2024-05-21 0.200
52W High: 2023-10-27 1.380
52W Low: 2024-05-21 0.200
Avg. price 1W:   0.242
Avg. volume 1W:   0.000
Avg. price 1M:   0.395
Avg. volume 1M:   0.000
Avg. price 6M:   0.365
Avg. volume 6M:   0.000
Avg. price 1Y:   0.588
Avg. volume 1Y:   0.000
Volatility 1M:   113.02%
Volatility 6M:   140.02%
Volatility 1Y:   115.99%
Volatility 3Y:   -