BNP Paribas Call 30 DAL 16.01.2026
/ DE000PC1LB36
BNP Paribas Call 30 DAL 16.01.202.../ DE000PC1LB36 /
| 15/11/2024 21:50:35 |
Chg.-0.080 |
Bid21:52:46 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.400EUR |
-2.30% |
3.390
Bid Size: 20,000 |
-
Ask Size: - |
Delta Air Lines Inc |
30.00 USD |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
1.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.34 |
| Intrinsic value: |
3.24 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.30 |
| Parity: |
3.24 |
| Time value: |
0.16 |
| Break-even: |
62.50 |
| Moneyness: |
2.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.30% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
1.72 |
| Rho: |
0.29 |
Quote data
| Open: |
3.450 |
| High: |
3.500 |
| Low: |
3.380 |
| Previous Close: |
3.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.75% |
| 1 Month |
|
|
+30.27% |
| 3 Months |
|
|
+176.42% |
| YTD |
|
|
+144.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.480 |
3.310 |
| 1M High / 1M Low: |
3.480 |
2.420 |
| 6M High / 6M Low: |
3.480 |
1.070 |
| High (YTD): |
14/11/2024 |
3.480 |
| Low (YTD): |
07/08/2024 |
1.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.400 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.840 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.943 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.02% |
| Volatility 6M: |
|
78.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
