BNP Paribas Put 70 DAL 18.12.2026
/ DE000PG85SZ0
BNP Paribas Put 70 DAL 18.12.2026/ DE000PG85SZ0 /
| 1/24/2025 9:19:15 AM |
Chg.0.00 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
70.00 - |
12/18/2026 |
Put |
Master data
| WKN: |
PG85SZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 - |
| Maturity: |
12/18/2026 |
| Issue date: |
10/7/2024 |
| Last trading day: |
12/17/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.30 |
| Parity: |
0.60 |
| Time value: |
0.69 |
| Break-even: |
57.10 |
| Moneyness: |
1.09 |
| Premium: |
0.11 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.78% |
| Delta: |
-0.44 |
| Theta: |
-0.01 |
| Omega: |
-2.20 |
| Rho: |
-0.78 |
Quote data
| Open: |
1.27 |
| High: |
1.27 |
| Low: |
1.27 |
| Previous Close: |
1.27 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.30% |
| 1 Month |
|
|
-21.12% |
| 3 Months |
|
|
-27.84% |
| YTD |
|
|
-20.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.36 |
1.21 |
| 1M High / 1M Low: |
1.72 |
1.21 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
1.72 |
| Low (YTD): |
1/22/2025 |
1.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |