BNP Paribas Put 80 DAL 15.01.2027
/ DE000PL1KXY6
BNP Paribas Put 80 DAL 15.01.2027/ DE000PL1KXY6 /
| 1/24/2025 9:42:12 AM |
Chg.-0.01 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.85EUR |
-0.54% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
80.00 - |
1/15/2027 |
Put |
Master data
| WKN: |
PL1KXY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 - |
| Maturity: |
1/15/2027 |
| Issue date: |
11/18/2024 |
| Last trading day: |
1/14/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.30 |
| Parity: |
1.60 |
| Time value: |
0.28 |
| Break-even: |
61.20 |
| Moneyness: |
1.25 |
| Premium: |
0.04 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.53% |
| Delta: |
-0.57 |
| Theta: |
0.00 |
| Omega: |
-1.93 |
| Rho: |
-1.09 |
Quote data
| Open: |
1.85 |
| High: |
1.85 |
| Low: |
1.85 |
| Previous Close: |
1.86 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.09% |
| 1 Month |
|
|
-18.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
-17.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.98 |
1.78 |
| 1M High / 1M Low: |
2.41 |
1.78 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
2.41 |
| Low (YTD): |
1/22/2025 |
1.78 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |