BNP Paribas Call 30 DAL 19.12.2025
/ DE000PC1LBZ8
BNP Paribas Call 30 DAL 19.12.202.../ DE000PC1LBZ8 /
| 2024-10-11 3:49:13 PM |
Chg.-0.07 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.99EUR |
-3.40% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
30.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC1LBZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.07 |
| Intrinsic value: |
1.95 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.28 |
| Parity: |
1.95 |
| Time value: |
0.20 |
| Break-even: |
48.93 |
| Moneyness: |
1.71 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.94% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
2.02 |
| Rho: |
0.26 |
Quote data
| Open: |
1.99 |
| High: |
1.99 |
| Low: |
1.99 |
| Previous Close: |
2.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.94% |
| 1 Month |
|
|
+29.22% |
| 3 Months |
|
|
+23.60% |
| YTD |
|
|
+44.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.06 |
1.94 |
| 1M High / 1M Low: |
2.11 |
1.52 |
| 6M High / 6M Low: |
2.40 |
1.03 |
| High (YTD): |
2024-05-16 |
2.40 |
| Low (YTD): |
2024-08-08 |
1.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.26% |
| Volatility 6M: |
|
73.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
