BNP Paribas Call 35 DAL 19.12.2025
/ DE000PC1LB02
BNP Paribas Call 35 DAL 19.12.202.../ DE000PC1LB02 /
| 10/18/2024 9:50:24 PM |
Chg.+0.040 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.160EUR |
+1.89% |
2.150
Bid Size: 25,000 |
2.170
Ask Size: 25,000 |
Delta Air Lines Inc |
35.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
PC1LB0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.06 |
| Intrinsic value: |
1.91 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.29 |
| Parity: |
1.91 |
| Time value: |
0.26 |
| Break-even: |
53.91 |
| Moneyness: |
1.59 |
| Premium: |
0.05 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.93% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
2.14 |
| Rho: |
0.29 |
Quote data
| Open: |
2.120 |
| High: |
2.180 |
| Low: |
2.100 |
| Previous Close: |
2.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.03% |
| 1 Month |
|
|
+56.52% |
| 3 Months |
|
|
+62.41% |
| YTD |
|
|
+96.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.200 |
1.900 |
| 1M High / 1M Low: |
2.200 |
1.380 |
| 6M High / 6M Low: |
2.200 |
0.780 |
| High (YTD): |
10/16/2024 |
2.200 |
| Low (YTD): |
8/7/2024 |
0.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.064 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.711 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.490 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.09% |
| Volatility 6M: |
|
88.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
