OverviewChartNewsTraderScreen

BNP Paribas Put 50 DAL 17.01.2025/  DE000PE9AG99  /

EUWAX
2024-06-24  8:43:33 AM Chg.+0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.470EUR +2.17% -
Bid Size: -		 -
Ask Size: -		 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: -9.63
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.38
Implied volatility: 0.23
Historic volatility: 0.27
Parity: 0.38
Time value: 0.10
Break-even: 45.20
Moneyness: 1.08
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 2.13%
Delta: -0.60
Theta: 0.00
Omega: -5.80
Rho: -0.19
 

Quote data

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

Performance

1 Week
  -6.00%
1 Month  
+20.51%
3 Months
  -27.69%
YTD
  -52.04%
1 Year
  -50.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.450
1M High / 1M Low: 0.500 0.360
6M High / 6M Low: 1.230 0.340
High (YTD): 2024-01-16 1.230
Low (YTD): 2024-05-21 0.340
52W High: 2023-10-27 1.820
52W Low: 2024-05-21 0.340
Avg. price 1W:   0.470
Avg. volume 1W:   0.000
Avg. price 1M:   0.433
Avg. volume 1M:   0.000
Avg. price 6M:   0.723
Avg. volume 6M:   0.000
Avg. price 1Y:   0.924
Avg. volume 1Y:   0.000
Volatility 1M:   147.93%
Volatility 6M:   101.84%
Volatility 1Y:   85.60%
Volatility 3Y:   -