BNP Paribas Call 30 DAL 16.01.2026
/ DE000PC1LB36
BNP Paribas Call 30 DAL 16.01.202.../ DE000PC1LB36 /
8/2/2024 9:50:42 PM |
Chg.-0.130 |
Bid9:55:16 PM |
Ask9:55:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.210EUR |
-9.70% |
1.220 Bid Size: 39,000 |
1.240 Ask Size: 39,000 |
Delta Air Lines Inc |
30.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
PC1LB3 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Delta Air Lines Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
30.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
12/11/2023 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.12 |
Intrinsic value: |
0.90 |
Implied volatility: |
0.39 |
Historic volatility: |
0.27 |
Parity: |
0.90 |
Time value: |
0.34 |
Break-even: |
39.90 |
Moneyness: |
1.33 |
Premium: |
0.09 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
1.64% |
Delta: |
0.83 |
Theta: |
-0.01 |
Omega: |
2.44 |
Rho: |
0.26 |
Quote data
Open: |
1.320 |
High: |
1.330 |
Low: |
1.200 |
Previous Close: |
1.340 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-22.93% |
1 Month |
|
|
-34.59% |
3 Months |
|
|
-46.70% |
YTD |
|
|
-12.95% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.500 |
1.210 |
1M High / 1M Low: |
1.850 |
1.210 |
6M High / 6M Low: |
2.430 |
1.210 |
High (YTD): |
5/13/2024 |
2.430 |
Low (YTD): |
1/22/2024 |
1.120 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.406 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.589 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.843 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
99.42% |
Volatility 6M: |
|
61.44% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |