BNP Paribas Call 35 DAL 19.12.2025
/ DE000PC1LB02
BNP Paribas Call 35 DAL 19.12.202.../ DE000PC1LB02 /
| 2024-06-28 9:50:30 PM |
Chg.-0.110 |
Bid9:55:04 PM |
Ask9:55:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.520EUR |
-6.75% |
1.530
Bid Size: 32,000 |
1.550
Ask Size: 32,000 |
Delta Air Lines Inc |
35.00 USD |
2025-12-19 |
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: |
2025-12-19 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.26 |
| Parity: |
1.27 |
| Time value: |
0.38 |
| Break-even: |
49.19 |
| Moneyness: |
1.39 |
| Premium: |
0.08 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.23% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
2.34 |
| Rho: |
0.33 |
Quote data
| Open: |
1.630 |
| High: |
1.640 |
| Low: |
1.520 |
| Previous Close: |
1.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
-14.61% |
| 3 Months |
|
|
-5.59% |
| YTD |
|
|
+38.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.720 |
1.600 |
| 1M High / 1M Low: |
1.830 |
1.600 |
| 6M High / 6M Low: |
2.060 |
0.850 |
| High (YTD): |
2024-05-13 |
2.060 |
| Low (YTD): |
2024-01-22 |
0.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.662 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.743 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.448 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.10% |
| Volatility 6M: |
|
71.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
