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BNP Paribas Put 50 DAL 17.01.2025/  DE000PE9AG99  /

Frankfurt Zert./BNP
2024-06-25  2:50:40 PM Chg.+0.010 Bid3:02:35 PM Ask3:02:35 PM Underlying Strike price Expiration date Option type
0.470EUR +2.17% 0.460
Bid Size: 50,000		 0.470
Ask Size: 50,000		 Delta Air Lines Inc 50.00 - 2025-01-17 Put
 

Master data

WKN: PE9AG9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Put
Strike price: 50.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -9.79
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.40
Implied volatility: 0.21
Historic volatility: 0.27
Parity: 0.40
Time value: 0.07
Break-even: 45.30
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 2.17%
Delta: -0.62
Theta: 0.00
Omega: -6.11
Rho: -0.19
 

Quote data

Open: 0.460
High: 0.470
Low: 0.460
Previous Close: 0.460
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.17%
1 Month  
+23.68%
3 Months
  -28.79%
YTD
  -52.04%
1 Year
  -50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.460
1M High / 1M Low: 0.510 0.360
6M High / 6M Low: 1.220 0.340
High (YTD): 2024-01-17 1.220
Low (YTD): 2024-05-20 0.340
52W High: 2023-10-27 1.820
52W Low: 2024-05-20 0.340
Avg. price 1W:   0.466
Avg. volume 1W:   0.000
Avg. price 1M:   0.438
Avg. volume 1M:   0.000
Avg. price 6M:   0.715
Avg. volume 6M:   160
Avg. price 1Y:   0.919
Avg. volume 1Y:   78.431
Volatility 1M:   126.03%
Volatility 6M:   98.12%
Volatility 1Y:   84.07%
Volatility 3Y:   -