BNP Paribas Call 35 DAL 16.01.2026
/ DE000PC1LB44
BNP Paribas Call 35 DAL 16.01.202.../ DE000PC1LB44 /
| 2024-11-15 9:50:26 PM |
Chg.-0.080 |
Bid9:52:46 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.990EUR |
-2.61% |
2.980
Bid Size: 20,000 |
-
Ask Size: - |
Delta Air Lines Inc |
35.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC1LB4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.89 |
| Intrinsic value: |
2.76 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.30 |
| Parity: |
2.76 |
| Time value: |
0.22 |
| Break-even: |
63.05 |
| Moneyness: |
1.83 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
1.91 |
| Rho: |
0.32 |
Quote data
| Open: |
3.040 |
| High: |
3.090 |
| Low: |
2.970 |
| Previous Close: |
3.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.99% |
| 1 Month |
|
|
+34.08% |
| 3 Months |
|
|
+214.74% |
| YTD |
|
|
+166.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.070 |
2.900 |
| 1M High / 1M Low: |
3.070 |
2.040 |
| 6M High / 6M Low: |
3.070 |
0.800 |
| High (YTD): |
2024-11-14 |
3.070 |
| Low (YTD): |
2024-08-07 |
0.800 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.990 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.452 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.607 |
| Avg. volume 6M: |
|
19.394 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.49% |
| Volatility 6M: |
|
91.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
