BNP Paribas Call 35 DAL 16.01.2026
/ DE000PC1LB44
BNP Paribas Call 35 DAL 16.01.202.../ DE000PC1LB44 /
| 8/2/2024 8:59:39 AM |
Chg.-0.14 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
-11.97% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
35.00 USD |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
12/11/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
0.44 |
| Time value: |
0.51 |
| Break-even: |
41.58 |
| Moneyness: |
1.14 |
| Premium: |
0.14 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.06% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
2.82 |
| Rho: |
0.25 |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.03 |
| Previous Close: |
1.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.17% |
| 1 Month |
|
|
-31.79% |
| 3 Months |
|
|
-46.07% |
| YTD |
|
|
-8.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
1.03 |
| 1M High / 1M Low: |
1.52 |
1.03 |
| 6M High / 6M Low: |
2.06 |
1.03 |
| High (YTD): |
5/16/2024 |
2.06 |
| Low (YTD): |
1/22/2024 |
0.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.04% |
| Volatility 6M: |
|
68.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
